+39.5%
UL vs FN
+80.0%
-40.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +0.4% |
| 7D | +5.5% | -16.0% | +21.5% | +4.7% |
| 30D | +11.4% | -40.1% | +51.5% | +8.9% |
| 3M | +6.0% | -43.9% | +49.9% | +3.6% |
| 6M | +18.0% | -55.6% | +73.6% | +15.0% |
| YTD | +6.2% | -35.7% | +41.9% | +5.3% |
| 1Y | +1.5% | -39.8% | +41.3% | +0.5% |
| All | +39.5% | +80.0% | -40.5% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling