+766.1%
UL vs FE
+556.6%
+209.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | +1.1% | -1.0% | +2.2% | +1.5% |
| 30D | +8.2% | +4.1% | +4.1% | +7.0% |
| 3M | +4.5% | -1.0% | +5.6% | +4.8% |
| 6M | +12.6% | +4.0% | +8.5% | +11.2% |
| YTD | +3.5% | +6.8% | -3.3% | +1.4% |
| 1Y | -0.4% | +5.3% | -5.7% | -2.1% |
| 3Y | +36.0% | +44.6% | -8.6% | +21.0% |
| 5Y | +30.9% | +44.2% | -13.3% | +15.2% |
| 10Y | +97.5% | +107.3% | -9.7% | +49.3% |
| All | +766.1% | +556.6% | +209.4% | +330.6% |
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 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