+533.2%
XYZ vs UL
+89.1%
+444.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | -1.3% | +0.4% | -0.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.9% |
| 3M | +16.7% | +17.6% | -0.9% | +7.1% |
| 6M | +26.9% | -5.4% | +32.2% | +29.6% |
| YTD | +27.1% | +0.7% | +26.4% | +25.1% |
| 1Y | +9.3% | -9.3% | +18.5% | +13.1% |
| 3Y | +42.3% | +24.5% | +17.7% | +18.7% |
| 5Y | -69.3% | +23.2% | -92.5% | -74.7% |
| 10Y | +586.8% | +64.5% | +522.3% | +387.6% |
| All | +533.2% | +89.1% | +444.1% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling