+1,376.8%
BAC vs UL
+2,661.1%
-1,284.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.8% |
| 30D | -0.4% | +0.5% | -0.9% | -0.7% |
| 3M | +16.9% | +17.6% | -0.7% | +7.3% |
| 6M | +26.6% | -5.4% | +32.0% | +28.9% |
| YTD | +15.8% | +0.7% | +15.1% | +13.8% |
| 1Y | +27.2% | -9.3% | +36.4% | +31.0% |
| 3Y | +132.4% | +24.5% | +107.9% | +99.1% |
| 5Y | +72.6% | +23.2% | +49.4% | +45.2% |
| 10Y | +389.7% | +64.5% | +325.3% | +239.7% |
| All | +1,376.8% | +2,661.1% | -1,284.3% | +249.4% |
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