+34.1%
FITB vs UL
+1.7%
+32.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.9% |
| 7D | +2.3% | +4.7% | -2.3% | +1.6% |
| 30D | +7.7% | +11.6% | -3.9% | +5.7% |
| 3M | -4.5% | +5.3% | -9.8% | -5.3% |
| 6M | +12.5% | +16.0% | -3.6% | +9.5% |
| YTD | +19.8% | +5.0% | +14.8% | +16.4% |
| 1Y | +34.1% | +1.1% | +33.0% | +32.0% |
| All | +34.1% | +1.7% | +32.5% | +32.0% |
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