+13.5%
U vs UL
+24.1%
-10.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.4% |
| 7D | +4.5% | -1.3% | +5.8% | +4.3% |
| 30D | -0.6% | +0.9% | -1.5% | -0.4% |
| 3M | +48.4% | +14.2% | +34.2% | +52.7% |
| 6M | +115.4% | -3.2% | +118.6% | +113.6% |
| YTD | -3.2% | -0.3% | -2.9% | -4.4% |
| 1Y | -6.0% | -8.8% | +2.7% | -6.7% |
| 3Y | +13.5% | +23.9% | -10.4% | -0.7% |
| All | +13.5% | +24.1% | -10.6% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling