+669.4%
UL vs FTI
+1,741.8%
-1,072.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.5% | +5.4% | -7.9% | -3.2% |
| 30D | +5.7% | -8.2% | +13.9% | +6.7% |
| 3M | +7.0% | -13.7% | +20.7% | +8.8% |
| 6M | +16.1% | -11.2% | +27.2% | +17.1% |
| YTD | +3.6% | +46.0% | -42.4% | -2.9% |
| 1Y | -1.4% | +51.8% | -53.2% | -8.1% |
| 3Y | +34.1% | +206.7% | -172.7% | +10.5% |
| 5Y | +32.0% | +862.0% | -830.0% | -12.2% |
| 10Y | +104.7% | +182.3% | -77.6% | +49.9% |
| All | +669.4% | +1,741.8% | -1,072.5% | +269.6% |
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