+554.0%
XYZ vs UL
+94.4%
+459.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.0% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | +12.4% | +8.2% | +4.1% | +8.0% |
| 3M | +8.2% | +4.5% | +3.6% | +5.7% |
| 6M | +20.7% | +12.6% | +8.1% | +13.1% |
| YTD | +31.3% | +3.5% | +27.8% | +27.3% |
| 1Y | +20.5% | -0.4% | +20.9% | +18.9% |
| 3Y | +72.6% | +36.0% | +36.6% | +36.7% |
| 5Y | -64.0% | +30.9% | -94.9% | -71.3% |
| 10Y | +601.8% | +97.5% | +504.3% | +369.0% |
| All | +554.0% | +94.4% | +459.6% | +351.7% |
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