+83.6%
EEM vs UL
+19.9%
+63.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | +2.4% | -1.2% | +3.6% | +2.5% |
| 3M | +4.2% | +6.0% | -1.8% | +3.2% |
| 6M | +14.8% | -5.5% | +20.2% | +15.9% |
| YTD | +23.1% | -3.3% | +26.4% | +24.0% |
| 1Y | +32.5% | -9.8% | +42.3% | +35.2% |
| All | +83.6% | +19.9% | +63.7% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling