+20.6%
UL vs FTV
+1.8%
+18.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -0.6% | -9.5% | +8.9% | +1.0% |
| 3M | +9.4% | -10.9% | +20.3% | +11.4% |
| 6M | -4.1% | -0.6% | -3.5% | -4.2% |
| YTD | -2.0% | +1.4% | -3.4% | -2.7% |
| 1Y | -9.0% | +17.6% | -26.6% | -12.1% |
| 3Y | +21.8% | -3.3% | +25.1% | +20.6% |
| 5Y | +20.6% | -0.1% | +20.7% | +10.5% |
| All | +20.6% | +1.8% | +18.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling