+91.5%
USB vs UL
+35.9%
+55.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +5.8% | +8.2% | -2.4% | +4.8% |
| 3M | -6.0% | +4.5% | -10.5% | -6.5% |
| 6M | +7.8% | +12.6% | -4.8% | +6.2% |
| YTD | +14.6% | +3.5% | +11.1% | +13.1% |
| 1Y | +31.8% | -0.4% | +32.2% | +30.4% |
| 3Y | +91.5% | +36.0% | +55.5% | +82.0% |
| All | +91.5% | +35.9% | +55.6% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling