+63.3%
UL vs A
+247.2%
-183.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -4.1% | -4.6% | +0.5% | -3.1% |
| 30D | -1.2% | -4.3% | +3.1% | -0.3% |
| 3M | +6.0% | +8.9% | -3.0% | +3.8% |
| 6M | -5.5% | +24.5% | -30.0% | -10.6% |
| YTD | -3.3% | +5.8% | -9.1% | -5.3% |
| 1Y | -9.8% | +16.2% | -26.0% | -13.9% |
| 3Y | +20.1% | +28.5% | -8.3% | +9.1% |
| 5Y | +19.2% | -16.3% | +35.5% | +20.0% |
| All | +63.3% | +247.2% | -183.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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