+104.6%
UL vs BUD
-4.3%
+108.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +2.6% | +6.0% | -3.5% | +0.7% |
| 30D | +6.8% | +11.3% | -4.5% | +3.3% |
| 3M | +5.7% | +3.6% | +2.2% | +4.6% |
| 6M | +15.9% | +7.7% | +8.2% | +13.2% |
| YTD | +4.3% | +36.4% | -32.1% | -5.0% |
| 1Y | -0.4% | +37.8% | -38.3% | -9.6% |
| 3Y | +35.0% | +51.2% | -16.3% | +18.0% |
| 5Y | +31.6% | +53.4% | -21.8% | +13.2% |
| 10Y | +104.6% | -3.2% | +107.8% | +94.1% |
| All | +104.6% | -4.3% | +108.9% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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