+59.4%
BE vs UL
-0.9%
+60.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.1% |
| 7D | +20.5% | -2.5% | +23.0% | +17.1% |
| 30D | -23.4% | +5.7% | -29.0% | -16.8% |
| 3M | -14.9% | +7.0% | -21.8% | -5.9% |
| 6M | -28.1% | +16.1% | -44.1% | -12.9% |
| YTD | +132.4% | +3.6% | +128.8% | +157.3% |
| 1Y | +59.4% | -1.4% | +60.7% | +79.7% |
| All | +59.4% | -0.9% | +60.2% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling