+162.2%
W vs UL
+65.2%
+97.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.9% |
| 7D | +5.9% | -3.2% | +9.1% | +7.5% |
| 30D | -3.0% | -0.6% | -2.5% | -2.8% |
| 3M | +40.3% | +9.4% | +30.9% | +34.4% |
| 6M | +32.2% | -4.1% | +36.4% | +34.3% |
| YTD | -0.3% | -2.0% | +1.7% | -0.6% |
| 1Y | +16.2% | -9.0% | +25.1% | +19.8% |
| 3Y | +40.7% | +21.8% | +18.9% | +21.0% |
| 5Y | -62.3% | +20.6% | -82.9% | -67.8% |
| 10Y | +162.2% | +67.7% | +94.5% | +112.2% |
| All | +162.2% | +65.2% | +97.0% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling