+23.5%
UL vs FE
+45.0%
-21.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.3% | +1.9% | -3.3% | -1.9% |
| 30D | +0.5% | -1.2% | +1.6% | +0.8% |
| 3M | +17.6% | +3.5% | +14.1% | +16.5% |
| 6M | -5.4% | -6.1% | +0.7% | -3.8% |
| YTD | +0.7% | +7.6% | -6.9% | -1.4% |
| 1Y | -9.3% | +11.9% | -21.2% | -12.2% |
| 3Y | +24.5% | +48.4% | -23.9% | +11.6% |
| All | +23.5% | +45.0% | -21.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling