+175.0%
UL vs FIVE
+848.8%
-673.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -2.5% | +2.4% | -4.9% | -2.7% |
| 30D | +5.7% | +15.8% | -10.2% | +4.3% |
| 3M | +7.0% | +3.8% | +3.2% | +6.5% |
| 6M | +16.1% | +18.5% | -2.5% | +14.0% |
| YTD | +3.6% | +31.2% | -27.6% | +0.7% |
| 1Y | -1.4% | +61.8% | -63.2% | -5.9% |
| 3Y | +34.1% | +39.9% | -5.8% | +27.2% |
| 5Y | +32.0% | +18.3% | +13.7% | +25.3% |
| 10Y | +104.7% | +510.0% | -405.3% | +59.4% |
| All | +175.0% | +848.8% | -673.8% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling