+70.5%
UL vs CAPR
-76.2%
+146.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | -1.3% | -9.5% | +8.2% | -1.3% |
| 30D | +0.9% | +121.5% | -120.6% | +0.5% |
| 3M | +14.2% | -65.4% | +79.6% | +14.4% |
| 6M | -3.2% | -67.5% | +64.3% | -3.0% |
| YTD | -0.3% | -68.6% | +68.3% | -0.2% |
| 1Y | -8.8% | +42.7% | -51.4% | -10.5% |
| 3Y | +23.9% | +43.4% | -19.5% | +19.9% |
| 5Y | +21.4% | +86.0% | -64.7% | +16.5% |
| All | +70.5% | -76.2% | +146.7% | +60.0% |
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