+2,653.9%
UL vs ES
+1,243.3%
+1,410.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | +17.6% | +1.7% | +15.9% | +17.1% |
| 6M | -5.4% | -3.5% | -1.8% | -4.5% |
| YTD | +0.7% | +7.9% | -7.2% | -1.5% |
| 1Y | -9.3% | +17.2% | -26.4% | -13.6% |
| 3Y | +24.5% | +29.3% | -4.8% | +13.6% |
| 5Y | +23.2% | -5.7% | +29.0% | +21.6% |
| 10Y | +64.5% | +85.2% | -20.7% | +33.4% |
| All | +2,653.9% | +1,243.3% | +1,410.6% | +1,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling