+117.9%
UL vs ESI
+224.6%
-106.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | -1.3% | +3.3% | -4.7% | -1.7% |
| 30D | +0.5% | -5.9% | +6.3% | +1.1% |
| 3M | +17.6% | -14.1% | +31.7% | +18.8% |
| 6M | -5.4% | +6.6% | -11.9% | -7.2% |
| YTD | +0.7% | +45.0% | -44.3% | -5.1% |
| 1Y | -9.3% | +41.5% | -50.7% | -14.5% |
| 3Y | +24.5% | +78.8% | -54.2% | +12.2% |
| 5Y | +23.2% | +70.9% | -47.7% | +10.4% |
| 10Y | +64.5% | +317.1% | -252.6% | +27.5% |
| All | +117.9% | +224.6% | -106.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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