+66.7%
UL vs P
+712.4%
-645.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.1% |
| 7D | -1.3% | +7.8% | -9.2% | -1.6% |
| 30D | +0.9% | +12.3% | -11.4% | +0.3% |
| 3M | +14.2% | +37.1% | -22.9% | +12.3% |
| 6M | -3.2% | +66.1% | -69.3% | -6.1% |
| YTD | -0.3% | +50.9% | -51.3% | -3.1% |
| 1Y | -8.8% | +27.2% | -36.0% | -10.9% |
| 3Y | +23.9% | +158.7% | -134.8% | +11.1% |
| 5Y | +21.4% | +291.1% | -269.8% | +2.5% |
| 10Y | +66.7% | +715.0% | -648.3% | +23.1% |
| All | +66.7% | +712.4% | -645.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded P 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling