+31.9%
UL vs A
+16.0%
+15.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | +0.3% | +4.8% | -4.5% | -0.4% |
| 30D | +7.0% | +5.6% | +1.3% | +6.1% |
| 3M | +5.8% | +23.6% | -17.8% | +2.4% |
| 6M | +16.1% | +56.4% | -40.2% | +8.2% |
| YTD | +4.5% | +33.4% | -28.9% | -0.4% |
| 1Y | -1.3% | +23.7% | -25.0% | -4.7% |
| 3Y | +35.0% | +71.0% | -36.0% | +20.1% |
| 5Y | +31.9% | +16.8% | +15.1% | +23.9% |
| All | +31.9% | +16.0% | +15.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling