+19.4%
UL vs BROS
+35.1%
-15.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | -3.4% | -5.8% | +2.4% | -3.2% |
| 30D | +0.5% | -14.0% | +14.4% | +0.9% |
| 3M | +7.2% | -32.5% | +39.7% | +8.4% |
| 6M | -3.1% | -14.9% | +11.9% | -2.7% |
| YTD | -2.7% | -28.3% | +25.6% | -2.0% |
| 1Y | -10.2% | -34.0% | +23.7% | -9.5% |
| 3Y | +20.3% | +63.0% | -42.7% | +15.2% |
| All | +19.4% | +35.1% | -15.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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