+1,335.7%
BP vs UL
+2,661.1%
-1,325.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.9% | -1.3% | +5.3% | +4.5% |
| 30D | +7.6% | +0.5% | +7.1% | +7.3% |
| 3M | +0.7% | +17.6% | -16.9% | -6.0% |
| 6M | +15.5% | -5.4% | +20.9% | +16.4% |
| YTD | +30.8% | +0.7% | +30.1% | +28.5% |
| 1Y | +34.3% | -9.3% | +43.6% | +36.9% |
| 3Y | +35.1% | +24.5% | +10.5% | +19.4% |
| 5Y | +126.8% | +23.2% | +103.6% | +97.1% |
| 10Y | +123.4% | +64.5% | +58.9% | +68.2% |
| All | +1,335.7% | +2,661.1% | -1,325.4% | +294.0% |
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