-54.2%
W vs UL
+31.0%
-85.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | -3.6% | +1.1% | -4.7% | -4.1% |
| 30D | +7.0% | +8.2% | -1.3% | +2.8% |
| 3M | +7.4% | +4.5% | +2.8% | +4.9% |
| 6M | +69.3% | +12.6% | +56.8% | +59.9% |
| YTD | +11.3% | +3.5% | +7.8% | +7.8% |
| 1Y | +13.2% | -0.4% | +13.6% | +12.0% |
| 3Y | +142.0% | +36.0% | +106.0% | +84.7% |
| All | -54.2% | +31.0% | -85.2% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling