-1.4%
UL vs FN
-21.9%
+20.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.1% |
| 7D | -2.5% | +20.8% | -23.3% | -0.9% |
| 30D | +5.7% | -17.3% | +23.0% | +5.2% |
| 3M | +7.0% | -38.1% | +45.1% | +5.3% |
| 6M | +16.1% | -44.2% | +60.3% | +14.5% |
| YTD | +3.6% | -22.3% | +25.9% | +3.2% |
| 1Y | -1.4% | -20.9% | +19.6% | -1.6% |
| All | -1.4% | -21.9% | +20.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling