+104.6%
UL vs FDS
+127.5%
-22.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | -2.0% | +4.5% | +3.0% |
| 30D | +6.8% | +13.5% | -6.7% | +3.8% |
| 3M | +5.7% | +15.2% | -9.4% | +2.2% |
| 6M | +15.9% | +47.0% | -31.2% | +5.4% |
| YTD | +4.3% | +13.9% | -9.6% | +0.1% |
| 1Y | -0.4% | +25.2% | -25.6% | -7.0% |
| 3Y | +35.0% | -25.3% | +60.3% | +42.9% |
| 5Y | +31.6% | -23.3% | +54.9% | +36.1% |
| 10Y | +104.6% | +126.0% | -21.4% | +58.2% |
| All | +104.6% | +127.5% | -22.8% | +58.2% |
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