+36.0%
UL vs FE
+42.7%
-6.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +1.1% | -1.0% | +2.2% | +1.5% |
| 30D | +8.2% | +4.1% | +4.1% | +6.8% |
| 3M | +4.5% | -1.0% | +5.6% | +4.9% |
| 6M | +12.6% | +4.0% | +8.5% | +11.2% |
| YTD | +3.5% | +6.8% | -3.3% | +1.2% |
| 1Y | -0.4% | +5.3% | -5.7% | -2.2% |
| 3Y | +36.0% | +44.6% | -8.6% | +21.4% |
| All | +36.0% | +42.7% | -6.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling