+103.9%
UL vs BN
+281.2%
-177.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | +4.5% | +13.5% | -9.0% | +1.4% |
| 3M | +5.5% | -5.9% | +11.4% | +6.8% |
| 6M | +17.0% | -8.9% | +25.9% | +19.2% |
| YTD | +3.2% | -7.9% | +11.1% | +4.4% |
| 1Y | -1.9% | -8.3% | +6.4% | -0.8% |
| 3Y | +33.6% | +100.8% | -67.2% | +6.5% |
| 5Y | +31.5% | +38.2% | -6.7% | +14.3% |
| 10Y | +103.9% | +302.3% | -198.4% | +18.8% |
| All | +103.9% | +281.2% | -177.3% | +18.8% |
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