+9,717.5%
TER vs UL
+2,758.7%
+6,958.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -8.9% | +2.6% | -11.5% | -9.9% |
| 30D | -39.1% | +6.8% | -45.8% | -41.0% |
| 3M | -32.8% | +5.7% | -38.5% | -35.0% |
| 6M | -31.7% | +15.9% | -47.6% | -37.3% |
| YTD | +26.9% | +4.3% | +22.7% | +21.4% |
| 1Y | +33.6% | -0.4% | +34.0% | +29.6% |
| 3Y | +181.5% | +35.0% | +146.6% | +135.6% |
| 5Y | +76.1% | +31.6% | +44.5% | +47.3% |
| 10Y | +1,006.2% | +104.6% | +901.6% | +658.1% |
| All | +9,717.5% | +2,758.7% | +6,958.8% | +3,001.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling