+3,306.4%
V vs UL
+251.5%
+3,054.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | +9.5% | +7.0% | +2.5% | +5.9% |
| 3M | +16.7% | +5.8% | +10.9% | +13.4% |
| 6M | +32.9% | +16.1% | +16.8% | +22.9% |
| YTD | +21.1% | +4.5% | +16.6% | +16.9% |
| 1Y | +26.6% | -1.3% | +27.9% | +25.6% |
| 3Y | +78.4% | +35.0% | +43.4% | +48.6% |
| 5Y | +105.5% | +31.9% | +73.5% | +68.7% |
| 10Y | +444.2% | +99.3% | +345.0% | +245.1% |
| All | +3,306.4% | +251.5% | +3,054.9% | +1,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling