+604.4%
UL vs BB
+314.8%
+289.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | +4.5% | +8.1% | -3.6% | +4.1% |
| 3M | +6.5% | -1.0% | +7.5% | +6.2% |
| 6M | +18.2% | +45.9% | -27.7% | +15.7% |
| YTD | +4.7% | +134.8% | -130.1% | +0.5% |
| 1Y | +0.8% | +104.6% | -103.8% | -2.8% |
| 3Y | +35.9% | +152.8% | -117.0% | +28.1% |
| 5Y | +33.4% | -17.4% | +50.9% | +30.1% |
| 10Y | +106.9% | +22.4% | +84.5% | +89.5% |
| All | +604.4% | +314.8% | +289.7% | +545.5% |
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