+107.5%
UL vs BB
+24.8%
+82.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | -2.5% | +9.0% | -11.4% | -2.7% |
| 30D | +5.7% | +7.7% | -2.0% | +5.4% |
| 3M | +7.0% | +4.0% | +3.0% | +6.7% |
| 6M | +16.1% | +46.6% | -30.6% | +14.2% |
| YTD | +3.6% | +140.6% | -137.1% | +0.2% |
| 1Y | -1.4% | +103.1% | -104.5% | -4.1% |
| 3Y | +34.1% | +150.5% | -116.5% | +27.5% |
| 5Y | +32.0% | -15.4% | +47.4% | +29.5% |
| All | +107.5% | +24.8% | +82.8% | +81.1% |
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