+64.4%
UL vs BB
+1.6%
+62.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | +0.5% | -12.5% | +13.0% | +0.8% |
| 3M | +7.2% | -17.4% | +24.7% | +7.5% |
| 6M | -3.1% | +119.1% | -122.2% | -6.0% |
| YTD | -2.7% | +102.4% | -105.1% | -5.5% |
| 1Y | -10.2% | +98.2% | -108.4% | -12.9% |
| 3Y | +20.3% | +46.9% | -26.7% | +16.6% |
| 5Y | +19.9% | -26.4% | +46.3% | +18.0% |
| All | +64.4% | +1.6% | +62.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling