+104.6%
UL vs CAPR
-68.2%
+172.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.7% | -0.2% |
| 7D | +2.6% | +7.6% | -5.1% | +2.5% |
| 30D | +6.8% | +13.3% | -6.5% | +6.7% |
| 3M | +5.7% | +130.4% | -124.6% | +5.3% |
| 6M | +15.9% | -70.8% | +86.7% | +16.1% |
| YTD | +4.3% | -69.3% | +73.5% | +4.4% |
| 1Y | -0.4% | +59.5% | -60.0% | -2.4% |
| 3Y | +35.0% | +216.8% | -181.8% | +29.8% |
| 5Y | +31.6% | +152.7% | -121.1% | +26.0% |
| 10Y | +104.6% | -68.2% | +172.8% | +89.1% |
| All | +104.6% | -68.2% | +172.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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