-22.1%
FPS vs UL
-4.0%
-18.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.9% | +15.1% | +16.9% |
| 7D | -8.0% | +0.3% | -8.2% | -6.5% |
| 30D | -43.5% | +7.0% | -50.5% | -39.1% |
| 3M | -41.6% | +5.8% | -47.4% | -37.2% |
| 6M | -44.0% | +16.1% | -60.2% | -38.0% |
| All | -22.1% | -4.0% | -18.1% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling