+854.3%
EEM vs UL
+507.6%
+346.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +2.3% | -1.3% | +3.7% | +3.1% |
| 30D | +4.5% | +0.5% | +4.1% | +4.1% |
| 3M | -0.1% | +17.6% | -17.7% | -10.6% |
| 6M | +16.9% | -5.4% | +22.3% | +18.8% |
| YTD | +26.2% | +0.7% | +25.5% | +23.1% |
| 1Y | +40.5% | -9.3% | +49.8% | +45.0% |
| 3Y | +86.2% | +24.5% | +61.6% | +54.2% |
| 5Y | +45.5% | +23.2% | +22.2% | +17.1% |
| 10Y | +128.6% | +64.5% | +64.2% | +38.6% |
| All | +854.3% | +507.6% | +346.6% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling