+217.6%
BAC vs UL
+109.3%
+108.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | -0.7% | +4.5% | -5.2% | -2.3% |
| 3M | -20.0% | +6.5% | -26.5% | -21.9% |
| 6M | +3.4% | +18.2% | -14.7% | -2.9% |
| YTD | -5.7% | +4.7% | -10.4% | -8.2% |
| 1Y | -1.4% | +0.8% | -2.2% | -2.9% |
| 3Y | +97.9% | +35.9% | +62.0% | +68.9% |
| 5Y | +22.9% | +33.4% | -10.5% | +3.7% |
| All | +217.6% | +109.3% | +108.3% | +150.0% |
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 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