+325.5%
UL vs BUD
+201.1%
+124.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +0.5% | -5.7% | +6.2% | +2.7% |
| 3M | +17.6% | +3.1% | +14.5% | +16.2% |
| 6M | -5.4% | +7.9% | -13.2% | -8.3% |
| YTD | +0.7% | +27.3% | -26.6% | -8.3% |
| 1Y | -9.3% | +37.8% | -47.1% | -19.8% |
| 3Y | +24.5% | +49.8% | -25.3% | +4.8% |
| 5Y | +23.2% | +43.8% | -20.6% | +3.5% |
| 10Y | +64.5% | -22.6% | +87.1% | +71.8% |
| All | +325.5% | +201.1% | +124.5% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling