+81.3%
USB vs UL
+109.3%
-28.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +8.4% | +4.5% | +3.9% | +6.7% |
| 3M | -5.5% | +6.5% | -12.0% | -7.7% |
| 6M | +17.7% | +18.2% | -0.4% | +10.7% |
| YTD | +17.6% | +4.7% | +12.9% | +14.7% |
| 1Y | +33.9% | +0.8% | +33.1% | +32.1% |
| 3Y | +103.8% | +35.9% | +67.9% | +76.0% |
| 5Y | +25.6% | +33.4% | -7.8% | +7.5% |
| All | +81.3% | +109.3% | -28.0% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling