+104.6%
UL vs FN
+772.0%
-667.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.1% |
| 7D | +2.6% | -4.1% | +6.6% | +2.6% |
| 30D | +6.8% | -28.3% | +35.1% | +7.6% |
| 3M | +5.7% | -33.9% | +39.6% | +6.7% |
| 6M | +15.9% | -43.9% | +59.8% | +17.2% |
| YTD | +4.3% | -23.4% | +27.7% | +3.4% |
| 1Y | -0.4% | -25.4% | +25.0% | -1.3% |
| 3Y | +35.0% | +107.9% | -72.9% | +20.9% |
| 5Y | +31.6% | +195.1% | -163.5% | +11.5% |
| 10Y | +104.6% | +794.1% | -689.5% | +53.6% |
| All | +104.6% | +772.0% | -667.3% | +53.6% |
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