+19.5%
UL vs BG
+20.1%
-0.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -4.1% | +3.7% | -7.8% | -4.2% |
| 30D | -1.2% | +12.3% | -13.5% | -1.7% |
| 3M | +6.0% | -2.2% | +8.2% | +6.1% |
| 6M | -5.5% | +5.3% | -10.8% | -5.9% |
| YTD | -3.3% | +42.4% | -45.7% | -5.9% |
| 1Y | -9.8% | +55.2% | -65.0% | -12.5% |
| All | +19.5% | +20.1% | -0.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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