+23.7%
FITB vs UL
-10.0%
+33.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -1.0% | -4.1% | +3.1% | -0.4% |
| 30D | -5.5% | -1.2% | -4.3% | -5.3% |
| 3M | +4.1% | +6.0% | -1.9% | +3.2% |
| 6M | +18.7% | -5.5% | +24.2% | +18.0% |
| YTD | +18.2% | -3.3% | +21.5% | +16.5% |
| 1Y | +23.7% | -9.8% | +33.5% | +26.8% |
| All | +23.7% | -10.0% | +33.6% | +26.8% |
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 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