+32.2%
UL vs FGI
-70.0%
+102.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | -4.1% | +6.7% | +2.6% |
| 30D | +6.8% | -3.4% | +10.1% | +6.8% |
| 3M | +5.7% | +61.8% | -56.0% | +5.3% |
| 6M | +15.9% | +17.0% | -1.2% | +15.4% |
| YTD | +4.3% | +31.4% | -27.1% | +3.8% |
| 1Y | -0.4% | +42.7% | -43.1% | -0.7% |
| 3Y | +35.0% | -0.1% | +35.1% | +35.3% |
| All | +32.2% | -70.0% | +102.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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