+75.2%
UL vs FTV
+127.6%
-52.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.1% | +3.9% | -2.8% | +0.3% |
| 30D | +4.5% | +18.7% | -14.2% | +0.5% |
| 3M | +6.5% | +10.0% | -3.5% | +4.1% |
| 6M | +18.2% | +14.6% | +3.6% | +14.3% |
| YTD | +4.7% | +23.4% | -18.7% | -1.0% |
| 1Y | +0.8% | +31.3% | -30.5% | -6.1% |
| 3Y | +35.9% | +39.8% | -3.9% | +22.1% |
| 5Y | +33.4% | +17.7% | +15.7% | +23.5% |
| 10Y | +106.9% | +110.2% | -3.3% | +57.7% |
| All | +75.2% | +127.6% | -52.3% | +33.3% |
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