+591.0%
UL vs BG
+1,185.2%
-594.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | +0.9% | +15.0% | -14.1% | -1.7% |
| 3M | +14.2% | -0.7% | +14.9% | +14.0% |
| 6M | -3.2% | +7.5% | -10.7% | -5.0% |
| YTD | -0.3% | +41.6% | -41.9% | -7.1% |
| 1Y | -8.8% | +50.7% | -59.4% | -16.1% |
| 3Y | +23.9% | +20.3% | +3.6% | +17.1% |
| 5Y | +21.4% | +85.2% | -63.9% | +3.6% |
| 10Y | +66.7% | +160.6% | -94.0% | +26.4% |
| All | +591.0% | +1,185.2% | -594.3% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling