+1,470.1%
BA vs UL
+2,738.5%
-1,268.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.5% |
| 7D | +1.1% | +1.1% | -0.1% | +0.6% |
| 30D | -7.9% | +8.2% | -16.2% | -10.8% |
| 3M | -25.3% | +4.5% | -29.9% | -26.8% |
| 6M | -24.6% | +12.6% | -37.1% | -28.4% |
| YTD | -20.1% | +3.5% | -23.7% | -21.9% |
| 1Y | -11.8% | -0.4% | -11.3% | -12.7% |
| 3Y | -10.1% | +36.0% | -46.1% | -22.7% |
| 5Y | -22.7% | +30.9% | -53.7% | -33.5% |
| 10Y | +35.1% | +97.5% | -62.5% | -2.1% |
| All | +1,470.1% | +2,738.5% | -1,268.4% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling