0.0%
UL vs BN
-11.7%
+11.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | +3.7% | +14.0% | -10.3% | +1.7% |
| 3M | +5.6% | -9.0% | +14.6% | +6.7% |
| 6M | +17.2% | -8.8% | +26.1% | +18.2% |
| YTD | +3.9% | -10.3% | +14.1% | +5.0% |
| 1Y | 0.0% | -5.8% | +5.8% | 0.0% |
| All | 0.0% | -11.7% | +11.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling