-1.9%
UL vs A
+21.4%
-23.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +4.5% | +3.3% | +1.2% | +4.2% |
| 3M | +5.5% | +18.5% | -13.1% | +4.3% |
| 6M | +17.0% | +59.3% | -42.3% | +13.4% |
| YTD | +3.2% | +31.0% | -27.8% | +0.7% |
| 1Y | -1.9% | +19.3% | -21.2% | -1.5% |
| All | -1.9% | +21.4% | -23.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling