-3.6%
UL vs Q
+80.0%
-83.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.8% |
| 7D | -1.7% | +6.6% | -8.3% | -1.0% |
| 30D | +4.5% | +2.7% | +1.8% | +5.1% |
| 3M | +5.5% | -8.4% | +13.8% | +5.5% |
| 6M | +17.0% | -17.3% | +34.3% | +16.6% |
| YTD | +3.2% | +55.3% | -52.1% | +4.3% |
| 1Y | -1.9% | +31.5% | -33.3% | -0.4% |
| All | -3.6% | +80.0% | -83.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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