+875.9%
BAX vs UL
+2,661.1%
-1,785.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.2% |
| YTD | +35.4% | +0.7% | +34.7% | +34.7% |
| 1Y | +9.8% | -9.3% | +19.0% | +13.0% |
| 3Y | -32.7% | +24.5% | -57.3% | -38.1% |
| 5Y | -65.6% | +23.2% | -88.8% | -68.7% |
| 10Y | -34.9% | +64.5% | -99.4% | -47.4% |
| All | +875.9% | +2,661.1% | -1,785.2% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling