+21.4%
UL vs FFIV
+92.2%
-70.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | +0.9% | -2.7% | +3.6% | +1.1% |
| 3M | +14.2% | -1.7% | +15.9% | +14.1% |
| 6M | -3.2% | +36.1% | -39.3% | -6.9% |
| YTD | -0.3% | +52.6% | -53.0% | -6.0% |
| 1Y | -8.8% | +21.5% | -30.3% | -11.4% |
| 3Y | +23.9% | +142.7% | -118.8% | +1.8% |
| 5Y | +21.4% | +92.6% | -71.2% | +10.3% |
| All | +21.4% | +92.2% | -70.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling