+637.4%
UL vs FFIV
+5,965.2%
-5,327.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +1.1% | -8.1% | +9.3% | +1.5% |
| 30D | +8.2% | -33.4% | +41.6% | +10.0% |
| 3M | +4.5% | -24.7% | +29.3% | +5.7% |
| 6M | +12.6% | -8.8% | +21.4% | +12.6% |
| YTD | +3.5% | +21.8% | -18.2% | +2.0% |
| 1Y | -0.4% | +25.3% | -25.7% | -2.0% |
| 3Y | +36.0% | +101.2% | -65.2% | +30.2% |
| 5Y | +30.9% | +40.2% | -9.3% | +27.2% |
| 10Y | +97.5% | +129.0% | -31.5% | +86.6% |
| All | +637.4% | +5,965.2% | -5,327.8% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling