+911.5%
BE vs UL
+33.9%
+877.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +20.0% | -1.3% | +21.3% | +20.5% |
| 30D | +7.9% | +0.5% | +7.4% | +7.6% |
| 3M | -13.2% | +17.6% | -30.8% | -19.9% |
| 6M | +53.5% | -5.4% | +58.8% | +55.2% |
| YTD | +191.0% | +0.7% | +190.3% | +182.5% |
| 1Y | +360.5% | -9.3% | +369.8% | +369.4% |
| 3Y | +1,568.0% | +24.5% | +1,543.5% | +1,286.6% |
| 5Y | +1,055.2% | +23.2% | +1,032.0% | +848.5% |
| All | +911.5% | +33.9% | +877.5% | +603.4% |
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 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