+26.3%
UL vs FN
+158.4%
-132.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | +0.1% |
| 7D | -1.3% | -1.7% | +0.3% | -1.4% |
| 30D | +0.5% | -22.0% | +22.5% | -0.4% |
| 3M | +17.6% | -43.0% | +60.6% | +15.9% |
| 6M | -5.4% | -27.7% | +22.4% | -5.9% |
| YTD | +0.7% | -10.5% | +11.2% | +1.0% |
| 1Y | -9.3% | +12.5% | -21.7% | -8.0% |
| All | +26.3% | +158.4% | -132.1% | +26.0% |
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