-0.4%
UL vs FE
+6.0%
-6.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +6.8% | +4.3% | +2.4% | +5.0% |
| 3M | +5.7% | +0.4% | +5.4% | +5.5% |
| 6M | +15.9% | +6.9% | +8.9% | +13.7% |
| YTD | +4.3% | +8.0% | -3.7% | +1.4% |
| 1Y | -0.4% | +4.8% | -5.2% | -2.3% |
| All | -0.4% | +6.0% | -6.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling