+2,896.1%
FITB vs UL
+2,661.1%
+235.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -4.7% | +0.5% | -5.2% | -5.1% |
| 3M | +6.7% | +17.6% | -10.9% | -2.1% |
| 6M | +12.6% | -5.4% | +17.9% | +14.7% |
| YTD | +19.1% | +0.7% | +18.4% | +17.2% |
| 1Y | +22.6% | -9.3% | +31.9% | +26.6% |
| 3Y | +127.1% | +24.5% | +102.6% | +95.2% |
| 5Y | +71.8% | +23.2% | +48.6% | +45.4% |
| 10Y | +287.2% | +64.5% | +222.7% | +172.1% |
| All | +2,896.1% | +2,661.1% | +235.0% | +710.8% |
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