+23.4%
BA vs UL
+107.1%
-83.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -0.6% | -2.5% | +1.9% | +0.4% |
| 30D | -8.0% | +5.7% | -13.7% | -10.1% |
| 3M | -25.8% | +7.0% | -32.8% | -28.0% |
| 6M | -27.6% | +16.1% | -43.6% | -32.1% |
| YTD | -21.0% | +3.6% | -24.6% | -22.8% |
| 1Y | -12.3% | -1.4% | -10.9% | -12.8% |
| 3Y | -12.8% | +34.1% | -46.8% | -26.0% |
| 5Y | -22.4% | +32.0% | -54.4% | -34.9% |
| All | +23.4% | +107.1% | -83.7% | -1.4% |
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