+9.5%
V vs UL
-10.0%
+19.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | -3.0% | -4.1% | +1.0% | -2.2% |
| 30D | +1.2% | -1.2% | +2.4% | +1.5% |
| 3M | +13.9% | +6.0% | +7.9% | +12.9% |
| 6M | +17.2% | -5.5% | +22.7% | +18.0% |
| YTD | +5.3% | -3.3% | +8.7% | +4.6% |
| 1Y | +9.5% | -9.8% | +19.3% | +14.9% |
| All | +9.5% | -10.0% | +19.4% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling