+99.3%
UL vs FIVE
+596.6%
-497.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.4% |
| 7D | +0.3% | +6.2% | -5.9% | -0.3% |
| 30D | +7.0% | +18.2% | -11.2% | +5.4% |
| 3M | +5.8% | +3.8% | +2.0% | +5.3% |
| 6M | +16.1% | +13.7% | +2.4% | +14.4% |
| YTD | +4.5% | +34.7% | -30.2% | +1.2% |
| 1Y | -1.3% | +66.6% | -67.9% | -6.2% |
| 3Y | +35.0% | +44.3% | -9.3% | +28.1% |
| 5Y | +31.9% | +18.8% | +13.2% | +25.8% |
| 10Y | +99.3% | +569.2% | -469.9% | +55.2% |
| All | +99.3% | +596.6% | -497.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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