+99.3%
UL vs M
+3.7%
+95.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.4% |
| 7D | +0.3% | +2.5% | -2.3% | +0.1% |
| 30D | +7.0% | +10.1% | -3.1% | +6.3% |
| 3M | +5.8% | -0.9% | +6.7% | +5.7% |
| 6M | +16.1% | +30.2% | -14.0% | +14.0% |
| YTD | +4.5% | +16.3% | -11.8% | +3.1% |
| 1Y | -1.3% | +27.0% | -28.3% | -3.1% |
| 3Y | +35.0% | +154.5% | -119.5% | +24.8% |
| 5Y | +31.9% | -1.1% | +33.0% | +27.2% |
| 10Y | +99.3% | +0.5% | +98.8% | +69.6% |
| All | +99.3% | +3.7% | +95.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling