+584.9%
XYZ vs UL
+109.3%
+475.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | +11.5% | +4.5% | +7.0% | +9.0% |
| 3M | +1.8% | +6.5% | -4.7% | -1.5% |
| 6M | +21.2% | +18.2% | +3.0% | +10.5% |
| YTD | +29.9% | +4.7% | +25.3% | +25.1% |
| 1Y | +35.8% | +0.8% | +35.0% | +33.1% |
| 3Y | +62.6% | +35.9% | +26.7% | +27.5% |
| 5Y | -62.8% | +33.4% | -96.2% | -71.0% |
| All | +584.9% | +109.3% | +475.5% | +327.2% |
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