+26.6%
BA vs UL
+106.3%
-79.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +2.6% | -2.5% | -1.0% |
| 30D | -8.9% | +6.8% | -15.7% | -11.4% |
| 3M | -25.5% | +5.7% | -31.3% | -27.4% |
| 6M | -27.0% | +15.9% | -42.8% | -31.5% |
| YTD | -20.1% | +4.3% | -24.4% | -22.1% |
| 1Y | -11.0% | -0.4% | -10.6% | -11.9% |
| 3Y | -11.8% | +35.0% | -46.8% | -25.4% |
| 5Y | -20.6% | +31.6% | -52.2% | -33.3% |
| 10Y | +26.6% | +104.6% | -78.0% | +1.2% |
| All | +26.6% | +106.3% | -79.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling