+21.4%
UL vs BN
+35.3%
-14.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | +0.9% | -10.9% | +11.8% | +2.8% |
| 3M | +14.2% | -11.1% | +25.3% | +16.3% |
| 6M | -3.2% | -4.4% | +1.2% | -2.7% |
| YTD | -0.3% | -14.1% | +13.8% | +1.7% |
| 1Y | -8.8% | -11.1% | +2.3% | -7.6% |
| 3Y | +23.9% | +75.6% | -51.7% | +6.7% |
| 5Y | +21.4% | +35.8% | -14.4% | +9.8% |
| All | +21.4% | +35.3% | -14.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling