+126.1%
UL vs ESI
+197.1%
-71.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.4% |
| 7D | +0.3% | -3.5% | +3.7% | +0.5% |
| 30D | +7.0% | -9.3% | +16.2% | +7.8% |
| 3M | +5.8% | -12.8% | +18.6% | +6.8% |
| 6M | +16.1% | -24.6% | +40.7% | +18.5% |
| YTD | +4.5% | +32.7% | -28.3% | -1.0% |
| 1Y | -1.3% | +20.3% | -21.6% | -5.5% |
| 3Y | +35.0% | +80.2% | -45.2% | +20.7% |
| 5Y | +31.9% | +40.0% | -8.0% | +20.6% |
| 10Y | +99.3% | +310.8% | -211.5% | +54.5% |
| All | +126.1% | +197.1% | -71.1% | +84.0% |
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