+934.0%
BE vs UL
+28.6%
+905.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | +9.7% | -4.1% | +13.8% | +11.2% |
| 30D | +22.4% | -1.2% | +23.6% | +22.6% |
| 3M | +10.4% | +6.0% | +4.4% | +6.1% |
| 6M | +67.9% | -5.5% | +73.3% | +68.7% |
| YTD | +197.5% | -3.3% | +200.8% | +192.5% |
| 1Y | +310.6% | -9.8% | +320.4% | +316.2% |
| 3Y | +1,657.2% | +20.1% | +1,637.1% | +1,375.6% |
| 5Y | +1,218.2% | +19.2% | +1,199.0% | +990.8% |
| All | +934.0% | +28.6% | +905.4% | +628.3% |
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 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