+1,280.4%
UL vs FDS
+10,549.7%
-9,269.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -1.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | +4.5% | +16.0% | -11.5% | +2.0% |
| 3M | +5.5% | +18.8% | -13.3% | +2.4% |
| 6M | +17.0% | +54.1% | -37.1% | +8.5% |
| YTD | +3.2% | +17.0% | -13.8% | -0.8% |
| 1Y | -1.9% | +25.5% | -27.4% | -6.9% |
| 3Y | +33.6% | -23.3% | +56.9% | +36.3% |
| 5Y | +31.5% | -22.6% | +54.1% | +33.0% |
| 10Y | +103.9% | +130.2% | -26.3% | +72.3% |
| All | +1,280.4% | +10,549.7% | -9,269.3% | +791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling