-2.2%
UL vs Q
+68.3%
-70.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +0.8% |
| 7D | +1.1% | +1.2% | 0.0% | +1.2% |
| 30D | +4.5% | -2.7% | +7.2% | +4.6% |
| 3M | +6.5% | -16.9% | +23.4% | +5.7% |
| 6M | +18.2% | -26.9% | +45.0% | +17.3% |
| YTD | +4.7% | +45.2% | -40.5% | +5.2% |
| 1Y | +0.8% | +38.1% | -37.4% | +1.2% |
| All | -2.2% | +68.3% | -70.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling