-11.8%
BA vs UL
-0.5%
-11.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | +1.1% | +1.1% | -0.1% | +0.9% |
| 30D | -7.9% | +8.2% | -16.2% | -9.0% |
| 3M | -25.3% | +4.5% | -29.9% | -25.8% |
| 6M | -24.6% | +12.6% | -37.1% | -25.5% |
| YTD | -20.1% | +3.5% | -23.7% | -20.4% |
| 1Y | -11.8% | -0.4% | -11.3% | -13.1% |
| All | -11.8% | -0.5% | -11.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling