+104.6%
UL vs P
+691.2%
-586.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +2.6% | -13.3% | +15.9% | +3.0% |
| 30D | +6.8% | -34.0% | +40.8% | +8.1% |
| 3M | +5.7% | +4.1% | +1.7% | +4.9% |
| 6M | +15.9% | +30.5% | -14.6% | +13.4% |
| YTD | +4.3% | +52.2% | -47.9% | +0.8% |
| 1Y | -0.4% | +10.3% | -10.7% | -2.2% |
| 3Y | +35.0% | +180.9% | -145.9% | +19.6% |
| 5Y | +31.6% | +259.7% | -228.1% | +11.7% |
| 10Y | +104.6% | +652.6% | -548.0% | +52.0% |
| All | +104.6% | +691.2% | -586.5% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling