+63.3%
UL vs RUN
+43.4%
+20.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.3% |
| 7D | -4.1% | -3.4% | -0.7% | -4.0% |
| 30D | -1.2% | -14.0% | +12.8% | -0.8% |
| 3M | +6.0% | -27.5% | +33.5% | +6.8% |
| 6M | -5.5% | -29.0% | +23.5% | -4.9% |
| YTD | -3.3% | -53.1% | +49.8% | -1.9% |
| 1Y | -9.8% | -46.7% | +36.9% | -9.2% |
| 3Y | +20.1% | -38.3% | +58.5% | +15.2% |
| 5Y | +19.2% | -80.7% | +99.9% | +18.0% |
| All | +63.3% | +43.4% | +20.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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