+1,251.0%
BE vs UL
+22.5%
+1,228.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.7% | +9.7% |
| 7D | +29.8% | -1.3% | +31.1% | +29.9% |
| 30D | +26.4% | +0.9% | +25.5% | +26.3% |
| 3M | +9.3% | +14.2% | -4.9% | +6.2% |
| 6M | +105.1% | -3.2% | +108.2% | +107.8% |
| YTD | +219.0% | -0.3% | +219.4% | +217.2% |
| 1Y | +418.8% | -8.8% | +427.5% | +432.5% |
| 3Y | +1,784.6% | +23.9% | +1,760.7% | +1,533.6% |
| 5Y | +1,251.0% | +21.4% | +1,229.6% | +999.1% |
| All | +1,251.0% | +22.5% | +1,228.5% | +999.1% |
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