+99.3%
UL vs FN
+837.6%
-738.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -10.9% | +0.7% |
| 7D | +0.3% | +16.3% | -16.0% | -0.2% |
| 30D | +7.0% | -24.7% | +31.7% | +7.8% |
| 3M | +5.8% | -34.9% | +40.7% | +6.9% |
| 6M | +16.1% | -41.1% | +57.2% | +17.3% |
| YTD | +4.5% | -19.6% | +24.1% | +3.5% |
| 1Y | -1.3% | -18.5% | +17.2% | -2.5% |
| 3Y | +35.0% | +119.1% | -84.2% | +20.7% |
| 5Y | +31.9% | +206.9% | -175.0% | +11.7% |
| 10Y | +99.3% | +826.4% | -727.2% | +48.6% |
| All | +99.3% | +837.6% | -738.3% | +48.6% |
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