+40.5%
EEM vs UL
-8.6%
+49.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.3% | -1.3% | +3.7% | +2.2% |
| 30D | +4.5% | +0.5% | +4.1% | +4.6% |
| 3M | -0.1% | +17.6% | -17.7% | -0.7% |
| 6M | +16.9% | -5.4% | +22.3% | +18.5% |
| YTD | +26.2% | +0.7% | +25.5% | +29.4% |
| 1Y | +40.5% | -9.3% | +49.8% | +49.8% |
| All | +40.5% | -8.6% | +49.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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