-34.5%
UPS vs UL
+18.7%
-53.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.1% |
| 7D | -3.4% | -4.1% | +0.7% | -2.5% |
| 30D | -2.7% | -1.2% | -1.6% | -2.5% |
| 3M | -1.6% | +6.0% | -7.6% | -3.3% |
| 6M | +2.3% | -5.5% | +7.8% | +3.6% |
| YTD | +5.6% | -3.3% | +8.9% | +6.3% |
| 1Y | +27.1% | -9.8% | +36.8% | +30.0% |
| 3Y | -26.3% | +20.1% | -46.4% | -31.7% |
| 5Y | -34.5% | +19.2% | -53.7% | -41.9% |
| All | -34.5% | +18.7% | -53.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling