-14.7%
BA vs UL
+34.1%
-48.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -7.9% | +4.5% | -12.4% | -8.4% |
| 3M | -25.2% | +5.5% | -30.6% | -25.7% |
| 6M | -26.7% | +17.0% | -43.7% | -28.0% |
| YTD | -19.6% | +3.2% | -22.8% | -20.2% |
| 1Y | -10.6% | -1.9% | -8.7% | -10.9% |
| All | -14.7% | +34.1% | -48.8% | -11.9% |
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