+677.6%
UL vs FTI
+1,779.9%
-1,102.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +1.1% | +4.3% | -3.2% | +0.5% |
| 30D | +4.5% | -4.7% | +9.2% | +5.0% |
| 3M | +6.5% | -13.5% | +20.0% | +8.3% |
| 6M | +18.2% | -8.7% | +26.9% | +18.8% |
| YTD | +4.7% | +49.0% | -44.3% | -2.1% |
| 1Y | +0.8% | +54.0% | -53.3% | -6.2% |
| 3Y | +35.9% | +211.6% | -175.7% | +11.8% |
| 5Y | +33.4% | +881.9% | -848.5% | -11.5% |
| 10Y | +106.9% | +188.1% | -81.2% | +51.1% |
| All | +677.6% | +1,779.9% | -1,102.2% | +272.6% |
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