+707.7%
BE vs UL
+37.8%
+670.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +20.5% | -2.5% | +23.0% | +21.3% |
| 30D | -23.4% | +5.7% | -29.0% | -25.1% |
| 3M | -14.9% | +7.0% | -21.8% | -17.3% |
| 6M | -28.1% | +16.1% | -44.1% | -33.5% |
| YTD | +132.4% | +3.6% | +128.8% | +122.0% |
| 1Y | +59.4% | -1.4% | +60.7% | +55.7% |
| 3Y | +1,815.8% | +34.1% | +1,781.8% | +1,421.3% |
| 5Y | +491.3% | +32.0% | +459.3% | +365.9% |
| All | +707.7% | +37.8% | +670.0% | +452.9% |
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