+23.5%
UL vs FIVE
+31.2%
-7.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.3% |
| 7D | -1.3% | +4.3% | -5.6% | -1.5% |
| 30D | +0.5% | +12.5% | -12.0% | -0.1% |
| 3M | +17.6% | +31.2% | -13.6% | +16.1% |
| 6M | -5.4% | +14.4% | -19.7% | -6.1% |
| YTD | +0.7% | +33.9% | -33.2% | -0.9% |
| 1Y | -9.3% | +65.1% | -74.3% | -11.6% |
| 3Y | +24.5% | +49.0% | -24.4% | +23.3% |
| All | +23.5% | +31.2% | -7.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling