+461.4%
BE vs UL
+31.7%
+429.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -13.4% | +2.6% | -15.9% | -13.3% |
| 30D | -33.9% | +6.8% | -40.7% | -34.0% |
| 3M | -12.0% | +5.7% | -17.7% | -12.1% |
| 6M | -29.0% | +15.9% | -44.8% | -30.6% |
| YTD | +113.4% | +4.3% | +109.1% | +112.0% |
| 1Y | +33.2% | -0.4% | +33.6% | +34.5% |
| 3Y | +1,659.2% | +35.0% | +1,624.3% | +1,383.6% |
| 5Y | +461.4% | +31.6% | +429.8% | +365.4% |
| All | +461.4% | +31.7% | +429.7% | +365.4% |
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