-35.6%
BAX vs UL
+106.3%
-141.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.6% | +2.6% | +1.1% | +2.6% |
| 30D | +8.5% | +6.8% | +1.7% | +5.7% |
| 3M | -4.9% | +5.7% | -10.6% | -7.0% |
| 6M | +47.0% | +15.9% | +31.1% | +38.9% |
| YTD | +38.4% | +4.3% | +34.2% | +35.5% |
| 1Y | +49.1% | -0.4% | +49.6% | +48.4% |
| 3Y | -14.9% | +35.0% | -49.8% | -24.6% |
| 5Y | -63.1% | +31.6% | -94.7% | -67.5% |
| 10Y | -35.6% | +104.6% | -140.2% | -49.7% |
| All | -35.6% | +106.3% | -141.9% | -49.7% |
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