+41.2%
USB vs UL
+23.5%
+17.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -1.3% | +2.8% | +1.8% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | +15.2% | +17.6% | -2.4% | +10.7% |
| 6M | +18.8% | -5.4% | +24.2% | +19.9% |
| YTD | +21.0% | +0.7% | +20.3% | +20.0% |
| 1Y | +34.0% | -9.3% | +43.3% | +36.4% |
| 3Y | +95.3% | +24.5% | +70.8% | +78.2% |
| All | +41.2% | +23.5% | +17.7% | +25.9% |
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