-1.4%
UL vs BROS
-40.8%
+39.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -2.3% |
| 30D | +5.7% | -11.2% | +16.9% | +5.9% |
| 3M | +7.0% | -33.9% | +40.9% | +10.5% |
| 6M | +16.1% | -33.5% | +49.5% | +18.5% |
| YTD | +3.6% | -44.9% | +48.5% | +8.3% |
| 1Y | -1.4% | -41.5% | +40.1% | +1.5% |
| All | -1.4% | -40.8% | +39.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling