+95.3%
UL vs FN
+753.0%
-657.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.2% | -2.8% |
| 7D | +1.1% | 0.0% | +1.2% | +1.0% |
| 30D | +8.2% | -34.3% | +42.5% | +9.4% |
| 3M | +4.5% | -39.9% | +44.4% | +5.8% |
| 6M | +12.6% | -51.8% | +64.4% | +14.5% |
| YTD | +3.5% | -28.1% | +31.7% | +2.8% |
| 1Y | -0.4% | -29.1% | +28.6% | -1.2% |
| 3Y | +36.0% | +102.4% | -66.5% | +21.4% |
| 5Y | +30.9% | +171.7% | -140.7% | +11.1% |
| All | +95.3% | +753.0% | -657.7% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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