+23.9%
UL vs A
+29.5%
-5.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.8% |
| 7D | -1.3% | -2.1% | +0.7% | -1.1% |
| 30D | +0.9% | +0.6% | +0.3% | +0.8% |
| 3M | +14.2% | +10.9% | +3.4% | +13.2% |
| 6M | -3.2% | +28.2% | -31.3% | -5.4% |
| YTD | -0.3% | +8.6% | -8.9% | -1.3% |
| 1Y | -8.8% | +15.5% | -24.3% | -10.3% |
| 3Y | +23.9% | +31.8% | -7.9% | +19.2% |
| All | +23.9% | +29.5% | -5.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling