+20.6%
UL vs FLR
+245.1%
-224.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | -3.2% | -3.1% | -0.1% | -3.2% |
| 30D | -0.6% | +4.9% | -5.5% | -0.6% |
| 3M | +9.4% | +10.8% | -1.4% | +9.4% |
| 6M | -4.1% | +19.7% | -23.8% | -4.3% |
| YTD | -2.0% | +38.4% | -40.3% | -2.4% |
| 1Y | -9.0% | +34.7% | -43.7% | -9.4% |
| 3Y | +21.8% | +56.7% | -34.8% | +18.1% |
| 5Y | +20.6% | +241.6% | -221.0% | +10.9% |
| All | +20.6% | +245.1% | -224.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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