+31.1%
UL vs FN
+170.4%
-139.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.2% | -2.3% |
| 7D | +1.1% | 0.0% | +1.2% | +1.2% |
| 30D | +8.2% | -34.3% | +42.5% | +8.1% |
| 3M | +4.5% | -39.9% | +44.4% | +4.5% |
| 6M | +12.6% | -51.8% | +64.4% | +12.7% |
| YTD | +3.5% | -28.1% | +31.7% | +2.8% |
| 1Y | -0.4% | -29.1% | +28.6% | -1.1% |
| 3Y | +36.0% | +102.4% | -66.5% | +24.1% |
| All | +31.1% | +170.4% | -139.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling