+67.7%
UL vs FDS
+72.8%
-5.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.9% |
| 7D | -3.2% | -8.8% | +5.6% | -1.3% |
| 30D | -0.6% | -1.4% | +0.8% | -0.4% |
| 3M | +9.4% | +13.9% | -4.4% | +6.0% |
| 6M | -4.1% | +27.4% | -31.5% | -10.2% |
| YTD | -2.0% | -2.5% | +0.5% | -2.5% |
| 1Y | -9.0% | -23.8% | +14.8% | -3.7% |
| 3Y | +21.8% | -32.5% | +54.3% | +31.4% |
| 5Y | +20.6% | -23.2% | +43.8% | +23.0% |
| 10Y | +67.7% | +76.4% | -8.7% | +37.4% |
| All | +67.7% | +72.8% | -5.1% | +37.4% |
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