+577.6%
UL vs BB
+258.8%
+318.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | -5.6% | +4.3% | -1.1% |
| 30D | +0.5% | -11.8% | +12.3% | +0.9% |
| 3M | +17.6% | -25.5% | +43.1% | +18.5% |
| 6M | -5.4% | +121.3% | -126.6% | -8.8% |
| YTD | +0.7% | +103.2% | -102.5% | -2.7% |
| 1Y | -9.3% | +102.6% | -111.9% | -12.4% |
| 3Y | +24.5% | +37.5% | -13.0% | +20.3% |
| 5Y | +23.2% | -30.4% | +53.7% | +21.0% |
| 10Y | +64.5% | 0.0% | +64.5% | +52.1% |
| All | +577.6% | +258.8% | +318.8% | +525.4% |
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