+5.2%
XYZ vs UL
-8.6%
+13.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -3.7% | -3.2% | -0.5% | -3.4% |
| 30D | +0.5% | -0.6% | +1.1% | +0.6% |
| 3M | +16.3% | +9.4% | +6.8% | +16.6% |
| 6M | +21.1% | -4.1% | +25.3% | +19.0% |
| YTD | +22.0% | -2.0% | +24.0% | +20.8% |
| 1Y | +5.2% | -9.0% | +14.1% | +8.5% |
| All | +5.2% | -8.6% | +13.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling