+58.1%
UL vs FND
+61.4%
-3.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 6M | +16.1% | +2.5% | +13.6% | +15.1% |
| YTD | +3.6% | -19.8% | +23.4% | +5.1% |
| 1Y | -1.4% | -22.7% | +21.3% | +0.4% |
| 3Y | +34.1% | -38.3% | +72.4% | +36.7% |
| 5Y | +32.0% | -63.0% | +95.0% | +39.2% |
| All | +58.1% | +61.4% | -3.3% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling