+1.1%
UL vs FFIV
+33.5%
-32.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.2% |
| 7D | +4.7% | -9.8% | +14.5% | +3.6% |
| 30D | +11.6% | -28.1% | +39.7% | +8.4% |
| 3M | +5.3% | -20.0% | +25.3% | +4.1% |
| 6M | +16.0% | -0.1% | +16.1% | +18.0% |
| YTD | +5.0% | +29.2% | -24.2% | +7.3% |
| 1Y | +1.1% | +36.6% | -35.5% | +0.9% |
| All | +1.1% | +33.5% | -32.4% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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