-38.4%
U vs UL
+10.1%
-48.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | 0.0% | -4.1% | +4.0% | +1.0% |
| 30D | -4.1% | -1.2% | -2.9% | -3.8% |
| 3M | +57.8% | +6.0% | +51.8% | +55.2% |
| 6M | +103.5% | -5.5% | +109.0% | +106.2% |
| YTD | -4.8% | -3.3% | -1.4% | -5.6% |
| 1Y | -2.4% | -9.8% | +7.4% | -1.0% |
| 3Y | +11.7% | +20.1% | -8.5% | -4.1% |
| 5Y | -68.9% | +19.2% | -88.0% | -74.3% |
| All | -38.4% | +10.1% | -48.5% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling