+64.4%
UL vs BR
+189.7%
-125.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.4% | -3.0% | -0.4% | -2.6% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +7.2% | +17.3% | -10.1% | +2.5% |
| 6M | -3.1% | -6.7% | +3.6% | -1.7% |
| YTD | -2.7% | -23.4% | +20.7% | +3.9% |
| 1Y | -10.2% | -32.7% | +22.4% | -0.6% |
| 3Y | +20.3% | -5.9% | +26.2% | +19.8% |
| 5Y | +19.9% | +8.4% | +11.5% | +12.8% |
| All | +64.4% | +189.7% | -125.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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