+395.5%
BAC vs UL
+68.0%
+327.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | -0.7% | +0.9% | -1.7% | -1.1% |
| 3M | +16.9% | +14.2% | +2.7% | +11.4% |
| 6M | +29.6% | -3.2% | +32.8% | +30.4% |
| YTD | +15.3% | -0.3% | +15.6% | +14.4% |
| 1Y | +28.8% | -8.8% | +37.6% | +31.6% |
| 3Y | +136.4% | +23.9% | +112.5% | +110.1% |
| 5Y | +72.9% | +21.4% | +51.6% | +52.3% |
| All | +395.5% | +68.0% | +327.5% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling