+601.6%
UL vs BB
+325.9%
+275.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.6% | +11.6% | -9.0% | +2.2% |
| 30D | +6.8% | +2.6% | +4.2% | +6.5% |
| 3M | +5.7% | +3.5% | +2.2% | +5.4% |
| 6M | +15.9% | +43.5% | -27.6% | +13.5% |
| YTD | +4.3% | +141.2% | -136.9% | 0.0% |
| 1Y | -0.4% | +97.4% | -97.8% | -3.9% |
| 3Y | +35.0% | +151.1% | -116.1% | +27.3% |
| 5Y | +31.6% | -12.8% | +44.4% | +28.0% |
| 10Y | +104.6% | +27.5% | +77.2% | +87.2% |
| All | +601.6% | +325.9% | +275.7% | +542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling