+1,247.2%
UL vs FDS
+9,502.8%
-8,255.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.5% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +0.5% | +9.0% | -8.5% | -0.9% |
| 3M | +17.6% | +18.9% | -1.3% | +14.1% |
| 6M | -5.4% | +35.1% | -40.5% | -10.6% |
| YTD | +0.7% | +5.5% | -4.8% | -1.4% |
| 1Y | -9.3% | -16.8% | +7.6% | -8.0% |
| 3Y | +24.5% | -28.1% | +52.6% | +28.5% |
| 5Y | +23.2% | -17.4% | +40.6% | +23.5% |
| 10Y | +64.5% | +85.4% | -21.0% | +43.7% |
| All | +1,247.2% | +9,502.8% | -8,255.6% | +785.9% |
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