+66.7%
UL vs M
-6.4%
+73.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | +0.9% | -11.6% | +12.5% | +1.7% |
| 3M | +14.2% | +1.6% | +12.6% | +14.0% |
| 6M | -3.2% | +25.2% | -28.4% | -4.7% |
| YTD | -0.3% | +3.8% | -4.1% | -0.9% |
| 1Y | -8.8% | +36.3% | -45.1% | -10.8% |
| 3Y | +23.9% | +116.3% | -92.5% | +15.7% |
| 5Y | +21.4% | +28.2% | -6.8% | +15.2% |
| 10Y | +66.7% | -3.4% | +70.1% | +40.2% |
| All | +66.7% | -6.4% | +73.0% | +40.2% |
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