+16.9%
EFA vs UL
+1.7%
+15.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.1% |
| 7D | +2.0% | +4.7% | -2.7% | +1.4% |
| 30D | +1.6% | +11.6% | -9.9% | +0.1% |
| 3M | -1.5% | +5.3% | -6.8% | -2.2% |
| 6M | +6.6% | +16.0% | -9.4% | +4.3% |
| YTD | +11.8% | +5.0% | +6.9% | +12.2% |
| 1Y | +16.9% | +1.1% | +15.7% | +18.1% |
| All | +16.9% | +1.7% | +15.2% | +18.1% |
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