+742.5%
UL vs FE
+561.4%
+181.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 6M | -5.4% | -6.1% | +0.7% | -3.7% |
| YTD | +0.7% | +7.6% | -6.9% | -1.6% |
| 1Y | -9.3% | +11.9% | -21.2% | -12.4% |
| 3Y | +24.5% | +48.4% | -23.9% | +9.8% |
| 5Y | +23.2% | +44.8% | -21.6% | +8.2% |
| 10Y | +64.5% | +115.9% | -51.4% | +22.5% |
| All | +742.5% | +561.4% | +181.0% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling