+32.0%
UL vs FND
-62.4%
+94.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +0.9% |
| 7D | -2.5% | -5.1% | +2.6% | -1.9% |
| 30D | +5.7% | +9.2% | -3.5% | +4.5% |
| 3M | +7.0% | -17.7% | +24.7% | +8.9% |
| 6M | +16.1% | +2.5% | +13.6% | +15.1% |
| YTD | +3.6% | -19.8% | +23.4% | +4.9% |
| 1Y | -1.4% | -22.7% | +21.3% | +0.1% |
| 3Y | +34.1% | -38.3% | +72.4% | +35.9% |
| 5Y | +32.0% | -63.0% | +95.0% | +37.3% |
| All | +32.0% | -62.4% | +94.4% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling