+219.1%
TER vs UL
+22.5%
+196.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +11.0% | -1.3% | +12.3% | +11.1% |
| 30D | -1.9% | +0.9% | -2.8% | -2.0% |
| 3M | -0.7% | +14.2% | -14.9% | -3.7% |
| 6M | +36.4% | -3.2% | +39.6% | +36.8% |
| YTD | +92.4% | -0.3% | +92.8% | +91.7% |
| 1Y | +213.5% | -8.8% | +222.3% | +218.6% |
| 3Y | +277.2% | +23.9% | +253.4% | +230.8% |
| 5Y | +219.1% | +21.4% | +197.8% | +164.4% |
| All | +219.1% | +22.5% | +196.7% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling