+135.5%
UL vs USFR
+28.6%
+106.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | +5.7% | +0.4% | +5.3% | +5.5% |
| 3M | +7.0% | +1.0% | +5.9% | +6.6% |
| 6M | +16.1% | +2.0% | +14.0% | +15.2% |
| YTD | +3.6% | +3.4% | +0.1% | +2.2% |
| 1Y | -1.4% | +4.1% | -5.5% | -2.9% |
| 3Y | +34.1% | +14.4% | +19.7% | +27.7% |
| 5Y | +32.0% | +21.4% | +10.6% | +23.5% |
| 10Y | +104.7% | +28.5% | +76.2% | +89.3% |
| All | +135.5% | +28.6% | +106.9% | +116.3% |
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