-12.3%
BA vs UL
-0.9%
-11.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.6% | -2.5% | +1.9% | -0.2% |
| 30D | -8.0% | +5.7% | -13.7% | -8.8% |
| 3M | -25.8% | +7.0% | -32.8% | -26.6% |
| 6M | -27.6% | +16.1% | -43.6% | -28.8% |
| YTD | -21.0% | +3.6% | -24.6% | -21.2% |
| 1Y | -12.3% | -1.4% | -10.9% | -14.1% |
| All | -12.3% | -0.9% | -11.4% | -14.1% |
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