-10.1%
BA vs UL
+35.9%
-46.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +1.1% | +1.1% | -0.1% | +0.9% |
| 30D | -7.9% | +8.2% | -16.2% | -8.8% |
| 3M | -25.3% | +4.5% | -29.9% | -25.8% |
| 6M | -24.6% | +12.6% | -37.1% | -25.6% |
| YTD | -20.1% | +3.5% | -23.7% | -20.7% |
| 1Y | -11.8% | -0.4% | -11.3% | -12.2% |
| 3Y | -10.1% | +36.0% | -46.1% | -7.0% |
| All | -10.1% | +35.9% | -46.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling