+27.5%
UL vs BROS
+10.5%
+17.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | +0.1% |
| 7D | +0.3% | +6.3% | -6.0% | +0.1% |
| 30D | +3.7% | -8.3% | +12.0% | +3.8% |
| 3M | +5.6% | -29.8% | +35.4% | +6.6% |
| 6M | +17.2% | -25.8% | +43.1% | +18.0% |
| YTD | +3.9% | -41.4% | +45.2% | +5.1% |
| 1Y | 0.0% | -35.2% | +35.1% | +0.9% |
| 3Y | +34.8% | +32.8% | +2.0% | +29.8% |
| 5Y | +32.4% | -42.2% | +74.5% | +28.6% |
| All | +27.5% | +10.5% | +17.0% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling