+187.7%
UL vs INDA
+111.6%
+76.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +0.9% | -2.5% | +3.5% | +1.8% |
| 3M | +14.2% | +4.0% | +10.3% | +12.7% |
| 6M | -3.2% | -1.8% | -1.4% | -2.7% |
| YTD | -0.3% | -9.2% | +8.8% | +2.8% |
| 1Y | -8.8% | -7.2% | -1.6% | -6.6% |
| 3Y | +23.9% | +9.8% | +14.0% | +18.9% |
| 5Y | +21.4% | +7.5% | +13.8% | +16.7% |
| 10Y | +66.7% | +80.8% | -14.1% | +28.5% |
| All | +187.7% | +111.6% | +76.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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