+2,900.6%
FITB vs UL
+2,770.2%
+130.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +2.8% | +1.1% | +1.6% | +2.2% |
| 30D | +9.8% | +4.5% | +5.3% | +7.2% |
| 3M | -5.2% | +6.5% | -11.6% | -8.4% |
| 6M | +17.3% | +18.2% | -0.8% | +7.0% |
| YTD | +19.3% | +4.7% | +14.6% | +14.8% |
| 1Y | +32.7% | +0.8% | +31.9% | +29.9% |
| 3Y | +141.6% | +35.9% | +105.7% | +98.1% |
| 5Y | +48.9% | +33.4% | +15.4% | +20.6% |
| 10Y | +216.5% | +106.9% | +109.6% | +97.0% |
| All | +2,900.6% | +2,770.2% | +130.4% | +694.3% |
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