-38.3%
BAX vs UL
+65.6%
-104.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -5.4% | -4.1% | -1.4% | -3.9% |
| 30D | -12.4% | -1.2% | -11.2% | -12.0% |
| 3M | +19.1% | +6.0% | +13.1% | +16.6% |
| 6M | +38.6% | -5.5% | +44.1% | +41.2% |
| YTD | +26.7% | -3.3% | +30.0% | +27.9% |
| 1Y | +1.0% | -9.8% | +10.8% | +4.5% |
| 3Y | -33.9% | +20.1% | -54.0% | -38.7% |
| 5Y | -67.0% | +19.2% | -86.2% | -69.8% |
| All | -38.3% | +65.6% | -104.0% | -47.5% |
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