+851.5%
BX vs UL
+264.5%
+587.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | +0.6% | +1.1% | -0.5% | -0.1% |
| 30D | +14.2% | +4.5% | +9.7% | +11.2% |
| 3M | -18.7% | +6.5% | -25.2% | -21.9% |
| 6M | +2.5% | +18.2% | -15.7% | -8.4% |
| YTD | -18.8% | +4.7% | -23.5% | -22.5% |
| 1Y | -10.3% | +0.8% | -11.1% | -12.6% |
| 3Y | +35.4% | +35.9% | -0.5% | +5.1% |
| 5Y | +0.3% | +33.4% | -33.1% | -23.5% |
| 10Y | +668.4% | +106.9% | +561.5% | +285.8% |
| All | +851.5% | +264.5% | +587.1% | +157.4% |
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