+23.9%
UL vs BEN
+56.8%
-33.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +0.9% | +2.6% | -1.7% | +0.7% |
| 3M | +14.2% | +11.5% | +2.7% | +13.3% |
| 6M | -3.2% | +35.3% | -38.5% | -5.3% |
| YTD | -0.3% | +48.6% | -49.0% | -3.2% |
| 1Y | -8.8% | +46.7% | -55.5% | -11.4% |
| 3Y | +23.9% | +57.0% | -33.2% | +19.7% |
| All | +23.9% | +56.8% | -33.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling