+26.8%
BA vs UL
+104.4%
-77.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -1.4% | -1.7% | +0.3% | -0.8% |
| 30D | -7.9% | +4.5% | -12.4% | -9.6% |
| 3M | -25.2% | +5.5% | -30.6% | -26.9% |
| 6M | -26.7% | +17.0% | -43.7% | -31.5% |
| YTD | -19.6% | +3.2% | -22.8% | -21.3% |
| 1Y | -10.6% | -1.9% | -8.7% | -11.0% |
| 3Y | -11.2% | +33.6% | -44.8% | -24.6% |
| 5Y | -20.4% | +31.5% | -51.9% | -33.2% |
| 10Y | +26.8% | +103.9% | -77.2% | +1.7% |
| All | +26.8% | +104.4% | -77.7% | +1.7% |
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