-68.5%
U vs UL
+20.3%
-88.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +4.4% | -3.2% | +7.6% | +5.2% |
| 30D | -1.3% | -0.6% | -0.7% | -1.2% |
| 3M | +49.6% | +9.4% | +40.1% | +45.9% |
| 6M | +100.2% | -4.1% | +104.3% | +102.3% |
| YTD | -3.7% | -2.0% | -1.7% | -5.0% |
| 1Y | -6.5% | -9.0% | +2.5% | -5.3% |
| 3Y | +12.9% | +21.8% | -8.9% | -5.6% |
| All | -68.5% | +20.3% | -88.9% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling