+220.4%
W vs UL
+104.4%
+116.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -7.4% | -1.7% | -5.7% | -6.7% |
| 30D | +7.8% | +4.5% | +3.3% | +5.4% |
| 3M | +10.9% | +5.5% | +5.4% | +7.9% |
| 6M | +86.4% | +17.0% | +69.4% | +72.5% |
| YTD | +14.0% | +3.2% | +10.8% | +10.6% |
| 1Y | +3.5% | -1.9% | +5.4% | +3.1% |
| 3Y | +164.8% | +33.6% | +131.2% | +116.0% |
| 5Y | -53.1% | +31.5% | -84.6% | -61.8% |
| 10Y | +220.4% | +103.9% | +116.5% | +144.8% |
| All | +220.4% | +104.4% | +116.0% | +144.8% |
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