+8,630.0%
TER vs UL
+2,738.5%
+5,891.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.5% |
| 7D | -20.5% | +1.1% | -21.6% | -21.0% |
| 30D | -47.0% | +8.2% | -55.2% | -49.0% |
| 3M | -43.3% | +4.5% | -47.8% | -44.9% |
| 6M | -42.9% | +12.6% | -55.5% | -47.0% |
| YTD | +12.9% | +3.5% | +9.3% | +8.2% |
| 1Y | +18.2% | -0.4% | +18.6% | +14.6% |
| 3Y | +151.8% | +36.0% | +115.8% | +109.8% |
| 5Y | +54.2% | +30.9% | +23.3% | +29.2% |
| 10Y | +908.2% | +97.5% | +810.7% | +600.2% |
| All | +8,630.0% | +2,738.5% | +5,891.5% | +2,664.0% |
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