+68.6%
UL vs FTV
+90.8%
-22.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.3% | -4.5% | +3.2% | -0.3% |
| 30D | +0.5% | -7.1% | +7.5% | +2.1% |
| 3M | +17.6% | -7.2% | +24.8% | +19.4% |
| 6M | -5.4% | -1.5% | -3.9% | -5.4% |
| YTD | +0.7% | +3.5% | -2.8% | -0.8% |
| 1Y | -9.3% | +20.3% | -29.6% | -13.8% |
| 3Y | +24.5% | -3.1% | +27.7% | +22.6% |
| 5Y | +23.2% | +2.3% | +20.9% | +17.6% |
| 10Y | +64.5% | +76.3% | -11.8% | +30.7% |
| All | +68.6% | +90.8% | -22.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling