+33.7%
BP vs UL
+26.1%
+7.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.9% | -1.3% | +5.3% | +3.8% |
| 30D | +7.6% | +0.5% | +7.1% | +7.7% |
| 3M | +0.7% | +17.6% | -16.9% | +1.5% |
| 6M | +15.5% | -5.4% | +20.9% | +16.9% |
| YTD | +30.8% | +0.7% | +30.1% | +32.0% |
| 1Y | +34.3% | -9.3% | +43.6% | +36.3% |
| All | +33.7% | +26.1% | +7.6% | +29.2% |
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