+63.3%
UL vs FTI
+301.2%
-237.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -4.1% | -5.6% | +1.6% | -3.7% |
| 30D | -1.2% | +0.4% | -1.6% | -1.2% |
| 3M | +6.0% | +8.1% | -2.1% | +5.3% |
| 6M | -5.5% | +16.7% | -22.2% | -6.7% |
| YTD | -3.3% | +70.0% | -73.3% | -7.1% |
| 1Y | -9.8% | +85.4% | -95.2% | -13.9% |
| 3Y | +20.1% | +265.9% | -245.8% | +8.1% |
| 5Y | +19.2% | +1,072.7% | -1,053.6% | -4.2% |
| All | +63.3% | +301.2% | -237.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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