-8.8%
UL vs ES
+17.8%
-26.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +0.9% | -1.2% | +2.1% | +1.2% |
| 3M | +14.2% | +5.0% | +9.2% | +13.3% |
| 6M | -3.2% | -2.8% | -0.4% | -2.7% |
| YTD | -0.3% | +8.6% | -8.9% | -1.3% |
| 1Y | -8.8% | +18.9% | -27.7% | -10.3% |
| All | -8.8% | +17.8% | -26.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling