+648.0%
UL vs FTI
+2,165.1%
-1,517.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.3% | +5.3% | -6.6% | -2.0% |
| 30D | +0.5% | +15.3% | -14.9% | -1.5% |
| 3M | +17.6% | +15.8% | +1.8% | +14.8% |
| 6M | -5.4% | +22.6% | -27.9% | -8.6% |
| YTD | +0.7% | +79.5% | -78.8% | -7.9% |
| 1Y | -9.3% | +102.0% | -111.3% | -18.6% |
| 3Y | +24.5% | +315.8% | -291.3% | -1.7% |
| 5Y | +23.2% | +1,129.5% | -1,106.3% | -21.0% |
| 10Y | +64.5% | +320.9% | -256.5% | +12.6% |
| All | +648.0% | +2,165.1% | -1,517.1% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling