-65.8%
BAX vs UL
+23.5%
-89.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -5.5% | +0.5% | -5.9% | -5.6% |
| 3M | +33.5% | +17.6% | +15.9% | +26.4% |
| 6M | +35.9% | -5.4% | +41.2% | +37.7% |
| YTD | +35.4% | +0.7% | +34.7% | +34.3% |
| 1Y | +9.8% | -9.3% | +19.0% | +12.5% |
| 3Y | -32.7% | +24.5% | -57.3% | -37.5% |
| All | -65.8% | +23.5% | -89.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling