+1,361.3%
BP vs UL
+2,764.7%
-1,403.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -6.9% | +0.3% | -7.1% | -7.1% |
| 30D | -3.6% | +7.0% | -10.6% | -6.2% |
| 3M | +8.4% | +5.8% | +2.6% | +5.7% |
| 6M | +5.3% | +16.1% | -10.8% | -1.6% |
| YTD | +33.2% | +4.5% | +28.7% | +28.5% |
| 1Y | +28.2% | -1.3% | +29.5% | +26.2% |
| 3Y | +49.2% | +35.0% | +14.3% | +27.6% |
| 5Y | +102.9% | +31.9% | +70.9% | +71.1% |
| 10Y | +127.7% | +99.3% | +28.4% | +58.1% |
| All | +1,361.3% | +2,764.7% | -1,403.5% | +294.1% |
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