+21.4%
UL vs FDS
-20.4%
+41.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.6% |
| 30D | +0.9% | +1.6% | -0.7% | +0.6% |
| 3M | +14.2% | +17.7% | -3.5% | +11.7% |
| 6M | -3.2% | +29.1% | -32.2% | -6.7% |
| YTD | -0.3% | +1.0% | -1.3% | +0.1% |
| 1Y | -8.8% | -21.6% | +12.9% | -3.9% |
| 3Y | +23.9% | -30.1% | +54.0% | +32.0% |
| 5Y | +21.4% | -20.7% | +42.1% | +23.0% |
| All | +21.4% | -20.4% | +41.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling