+66.7%
UL vs FE
+113.1%
-46.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +0.9% | -2.1% | +3.1% | +1.5% |
| 3M | +14.2% | +2.6% | +11.6% | +13.4% |
| 6M | -3.2% | -6.8% | +3.6% | -1.4% |
| YTD | -0.3% | +6.9% | -7.2% | -2.3% |
| 1Y | -8.8% | +11.6% | -20.3% | -11.7% |
| 3Y | +23.9% | +47.7% | -23.8% | +10.4% |
| 5Y | +21.4% | +46.2% | -24.9% | +7.3% |
| 10Y | +66.7% | +109.2% | -42.5% | +38.7% |
| All | +66.7% | +113.1% | -46.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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