-34.4%
BAX vs UL
+104.4%
-138.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -0.6% | -1.7% | +1.1% | 0.0% |
| 30D | +6.3% | +4.5% | +1.8% | +4.4% |
| 3M | -4.6% | +5.5% | -10.0% | -6.6% |
| 6M | +50.4% | +17.0% | +33.4% | +41.6% |
| YTD | +38.0% | +3.2% | +34.8% | +35.6% |
| 1Y | +44.6% | -1.9% | +46.5% | +44.7% |
| 3Y | -15.1% | +33.6% | -48.7% | -24.5% |
| 5Y | -63.3% | +31.5% | -94.8% | -67.7% |
| 10Y | -34.4% | +103.9% | -138.3% | -48.5% |
| All | -34.4% | +104.4% | -138.8% | -48.5% |
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