+135.8%
BP vs UL
+22.5%
+113.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +9.1% | +0.9% | +8.2% | +9.1% |
| 3M | +3.9% | +14.2% | -10.3% | +2.7% |
| 6M | +13.6% | -3.2% | +16.8% | +14.3% |
| YTD | +34.0% | -0.3% | +34.4% | +34.2% |
| 1Y | +39.2% | -8.8% | +47.9% | +41.0% |
| 3Y | +36.4% | +23.9% | +12.6% | +30.5% |
| 5Y | +135.8% | +21.4% | +114.4% | +118.8% |
| All | +135.8% | +22.5% | +113.3% | +118.8% |
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 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