+47.5%
FITB vs UL
+33.5%
+13.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.8% | +1.1% | +1.6% | +2.5% |
| 30D | +9.8% | +4.5% | +5.3% | +8.5% |
| 3M | -5.2% | +6.5% | -11.6% | -6.8% |
| 6M | +17.3% | +18.2% | -0.8% | +11.9% |
| YTD | +19.3% | +4.7% | +14.6% | +17.0% |
| 1Y | +32.7% | +0.8% | +31.9% | +31.4% |
| 3Y | +141.6% | +35.9% | +105.7% | +110.5% |
| All | +47.5% | +33.5% | +13.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling