+14,183.4%
TER vs UL
+2,661.1%
+11,522.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | -1.3% | +2.0% | +1.1% |
| 30D | -8.3% | +0.5% | -8.8% | -8.6% |
| 3M | -12.2% | +17.6% | -29.8% | -19.0% |
| 6M | +17.1% | -5.4% | +22.4% | +17.7% |
| YTD | +84.7% | +0.7% | +84.0% | +80.7% |
| 1Y | +199.9% | -9.3% | +209.2% | +203.6% |
| 3Y | +232.8% | +24.5% | +208.2% | +190.2% |
| 5Y | +198.6% | +23.2% | +175.4% | +158.7% |
| 10Y | +1,669.7% | +64.5% | +1,605.3% | +1,235.0% |
| All | +14,183.4% | +2,661.1% | +11,522.3% | +4,518.2% |
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