+49.2%
BP vs UL
+34.1%
+15.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.2% |
| 7D | -6.9% | +0.3% | -7.1% | -6.8% |
| 30D | -3.6% | +7.0% | -10.6% | -3.0% |
| 3M | +8.4% | +5.8% | +2.6% | +8.9% |
| 6M | +5.3% | +16.1% | -10.8% | +6.4% |
| YTD | +33.2% | +4.5% | +28.7% | +34.8% |
| 1Y | +28.2% | -1.3% | +29.5% | +30.1% |
| 3Y | +49.2% | +35.0% | +14.3% | +42.8% |
| All | +49.2% | +34.1% | +15.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling