+18.2%
UL vs FND
+1.1%
+17.1%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | +1.1% | -6.8% | +7.9% | +2.3% |
| 30D | +4.5% | +8.0% | -3.5% | +2.8% |
| 3M | +6.5% | -18.9% | +25.4% | +9.3% |
| 6M | +18.2% | +4.7% | +13.5% | +17.1% |
| All | +18.2% | +1.1% | +17.1% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling