+109.7%
UL vs FFIV
+118.6%
-8.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.4% |
| 7D | +1.1% | -0.5% | +1.7% | +1.2% |
| 30D | +4.5% | -32.4% | +36.9% | +9.0% |
| 3M | +6.5% | -25.7% | +32.2% | +9.6% |
| 6M | +18.2% | -13.5% | +31.7% | +18.7% |
| YTD | +4.7% | +21.1% | -16.4% | -0.7% |
| 1Y | +0.8% | +29.4% | -28.6% | -5.5% |
| 3Y | +35.9% | +94.9% | -59.0% | +14.5% |
| 5Y | +33.4% | +34.7% | -1.3% | +19.5% |
| All | +109.7% | +118.6% | -8.8% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling