+63.3%
UL vs BN
+263.5%
-200.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -4.1% | -5.9% | +1.8% | -2.7% |
| 30D | -1.2% | -15.1% | +13.9% | +2.6% |
| 3M | +6.0% | -14.6% | +20.6% | +9.9% |
| 6M | -5.5% | -8.4% | +2.9% | -3.9% |
| YTD | -3.3% | -16.8% | +13.5% | +0.3% |
| 1Y | -9.8% | -14.4% | +4.6% | -7.4% |
| 3Y | +20.1% | +70.1% | -50.0% | -0.4% |
| 5Y | +19.2% | +33.5% | -14.3% | +3.8% |
| All | +63.3% | +263.5% | -200.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling