+72.6%
XYZ vs UL
+35.9%
+36.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | +12.1% | +1.1% | +11.0% | +12.0% |
| 30D | +12.4% | +8.2% | +4.1% | +11.9% |
| 3M | +8.2% | +4.5% | +3.6% | +7.9% |
| 6M | +20.7% | +12.6% | +8.1% | +20.7% |
| YTD | +31.3% | +3.5% | +27.8% | +30.5% |
| 1Y | +20.5% | -0.4% | +20.9% | +19.6% |
| 3Y | +72.6% | +36.0% | +36.6% | +67.9% |
| All | +72.6% | +35.9% | +36.7% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling