+3,310.4%
V vs UL
+248.3%
+3,062.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | +2.2% | +1.1% | +1.1% | +1.6% |
| 30D | +13.6% | +8.2% | +5.4% | +9.2% |
| 3M | +14.3% | +4.5% | +9.7% | +11.7% |
| 6M | +33.1% | +12.6% | +20.5% | +24.9% |
| YTD | +21.2% | +3.5% | +17.7% | +17.6% |
| 1Y | +26.4% | -0.4% | +26.9% | +24.8% |
| 3Y | +77.6% | +36.0% | +41.6% | +47.3% |
| 5Y | +102.6% | +30.9% | +71.7% | +66.9% |
| 10Y | +464.4% | +97.5% | +366.9% | +259.3% |
| All | +3,310.4% | +248.3% | +3,062.1% | +1,310.1% |
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