+66.0%
UL vs ES
+83.4%
-17.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +0.5% | -2.0% | +2.4% | +1.1% |
| 3M | +17.6% | +1.7% | +15.9% | +17.0% |
| 6M | -5.4% | -3.5% | -1.8% | -4.4% |
| YTD | +0.7% | +7.9% | -7.2% | -1.8% |
| 1Y | -9.3% | +17.2% | -26.4% | -14.4% |
| 3Y | +24.5% | +29.3% | -4.8% | +11.7% |
| 5Y | +23.2% | -5.7% | +29.0% | +22.3% |
| All | +66.0% | +83.4% | -17.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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