+138.0%
UL vs USFR
+28.6%
+109.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | +6.5% | +1.1% | +5.4% | +6.0% |
| 6M | +18.2% | +2.0% | +16.1% | +17.3% |
| YTD | +4.7% | +3.5% | +1.2% | +3.3% |
| 1Y | +0.8% | +4.1% | -3.3% | -0.7% |
| 3Y | +35.9% | +14.4% | +21.5% | +29.5% |
| 5Y | +33.4% | +21.4% | +12.0% | +24.8% |
| 10Y | +106.9% | +28.6% | +78.4% | +91.3% |
| All | +138.0% | +28.6% | +109.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling