+47.6%
UL vs FND
+54.9%
-7.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -4.1% | -5.1% | +1.0% | -3.5% |
| 30D | -1.2% | -22.5% | +21.3% | +1.6% |
| 3M | +6.0% | -5.0% | +11.0% | +6.3% |
| 6M | -5.5% | -21.5% | +16.1% | -3.5% |
| YTD | -3.3% | -23.0% | +19.7% | -1.3% |
| 1Y | -9.8% | -44.9% | +35.1% | -4.8% |
| 3Y | +20.1% | -50.0% | +70.1% | +25.6% |
| 5Y | +19.2% | -63.3% | +82.5% | +25.9% |
| All | +47.6% | +54.9% | -7.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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