+2,751.2%
UL vs ED
+2,476.3%
+275.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.6% | +2.1% | +0.4% | +1.8% |
| 30D | +6.8% | +12.4% | -5.7% | +2.3% |
| 3M | +5.7% | +13.1% | -7.4% | +1.0% |
| 6M | +15.9% | +14.1% | +1.8% | +10.3% |
| YTD | +4.3% | +23.1% | -18.8% | -3.6% |
| 1Y | -0.4% | +25.4% | -25.9% | -8.6% |
| 3Y | +35.0% | +47.9% | -12.9% | +15.8% |
| 5Y | +31.6% | +81.9% | -50.3% | +3.4% |
| 10Y | +104.6% | +141.3% | -36.6% | +40.7% |
| All | +2,751.2% | +2,476.3% | +275.0% | +770.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling