+20.6%
UL vs BUD
+44.7%
-24.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | -0.6% | -6.1% | +5.6% | +1.8% |
| 3M | +9.4% | -3.8% | +13.2% | +10.9% |
| 6M | -4.1% | +8.2% | -12.3% | -7.0% |
| YTD | -2.0% | +23.6% | -25.6% | -9.2% |
| 1Y | -9.0% | +33.4% | -42.4% | -18.0% |
| 3Y | +21.8% | +45.3% | -23.5% | +4.4% |
| 5Y | +20.6% | +44.3% | -23.7% | +1.1% |
| All | +20.6% | +44.7% | -24.1% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling