+2,926.4%
V vs UL
+238.8%
+2,687.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +2.0% | +0.5% | +1.5% | +1.7% |
| 3M | +17.4% | +17.6% | -0.2% | +8.1% |
| 6M | +17.5% | -5.4% | +22.9% | +19.8% |
| YTD | +7.6% | +0.7% | +6.9% | +6.0% |
| 1Y | +7.7% | -9.3% | +17.0% | +11.4% |
| 3Y | +54.7% | +24.5% | +30.1% | +34.3% |
| 5Y | +73.0% | +23.2% | +49.8% | +47.3% |
| 10Y | +390.9% | +64.5% | +326.4% | +245.9% |
| All | +2,926.4% | +238.8% | +2,687.7% | +1,170.4% |
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