+107.5%
UL vs FDS
+127.0%
-19.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | +5.7% | +14.1% | -8.4% | +2.6% |
| 3M | +7.0% | +19.8% | -12.8% | +2.5% |
| 6M | +16.1% | +55.0% | -38.9% | +4.3% |
| YTD | +3.6% | +15.9% | -12.3% | -1.0% |
| 1Y | -1.4% | +24.2% | -25.6% | -7.6% |
| 3Y | +34.1% | -24.0% | +58.1% | +41.4% |
| 5Y | +32.0% | -23.3% | +55.3% | +36.7% |
| All | +107.5% | +127.0% | -19.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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