+43.6%
EEM vs UL
+18.7%
+24.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | +2.4% | -1.2% | +3.6% | +2.6% |
| 3M | +4.2% | +6.0% | -1.8% | +2.4% |
| 6M | +14.8% | -5.5% | +20.2% | +15.9% |
| YTD | +23.1% | -3.3% | +26.4% | +23.6% |
| 1Y | +32.5% | -9.8% | +42.3% | +35.3% |
| 3Y | +85.9% | +20.1% | +65.8% | +73.4% |
| 5Y | +43.6% | +19.2% | +24.4% | +28.2% |
| All | +43.6% | +18.7% | +24.9% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling