+35.0%
UL vs BN
+102.8%
-67.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.5% |
| 7D | +0.3% | +3.6% | -3.4% | -0.2% |
| 30D | +7.0% | +15.9% | -8.9% | +5.3% |
| 3M | +5.8% | -2.3% | +8.1% | +5.9% |
| 6M | +16.1% | -8.4% | +24.5% | +16.8% |
| YTD | +4.5% | -5.9% | +10.4% | +4.7% |
| 1Y | -1.3% | -5.6% | +4.3% | -1.2% |
| 3Y | +35.0% | +104.2% | -69.3% | +21.5% |
| All | +35.0% | +102.8% | -67.8% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling