+18.0%
BAC vs UL
+31.0%
-13.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -7.7% | +8.2% | -15.9% | -9.1% |
| 3M | -21.2% | +4.5% | -25.7% | -21.9% |
| 6M | -6.8% | +12.6% | -19.4% | -9.3% |
| YTD | -8.7% | +3.5% | -12.2% | -9.9% |
| 1Y | -5.3% | -0.4% | -4.9% | -5.8% |
| 3Y | +87.4% | +36.0% | +51.5% | +65.9% |
| All | +18.0% | +31.0% | -13.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling