+644.2%
UL vs FFIV
+6,100.0%
-5,455.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | +7.0% | -33.8% | +40.8% | +8.8% |
| 3M | +5.8% | -20.6% | +26.4% | +6.7% |
| 6M | +16.1% | -10.2% | +26.4% | +16.3% |
| YTD | +4.5% | +24.5% | -20.0% | +2.9% |
| 1Y | -1.3% | +29.3% | -30.6% | -3.0% |
| 3Y | +35.0% | +103.8% | -68.8% | +29.2% |
| 5Y | +31.9% | +40.9% | -8.9% | +28.1% |
| 10Y | +99.3% | +126.6% | -27.3% | +88.3% |
| All | +644.2% | +6,100.0% | -5,455.8% | +601.3% |
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 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