-29.9%
BAX vs UL
+26.1%
-56.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | -5.5% | +0.5% | -5.9% | -5.7% |
| 3M | +33.5% | +17.6% | +15.9% | +24.7% |
| 6M | +35.9% | -5.4% | +41.2% | +38.0% |
| YTD | +35.4% | +0.7% | +34.7% | +33.8% |
| 1Y | +9.8% | -9.3% | +19.0% | +13.0% |
| All | -29.9% | +26.1% | -56.0% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling