+52.4%
EFA vs UL
+18.7%
+33.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.4% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | -2.2% | -1.2% | -1.1% | -1.9% |
| 3M | +5.7% | +6.0% | -0.3% | +3.4% |
| 6M | +8.2% | -5.5% | +13.7% | +9.6% |
| YTD | +11.8% | -3.3% | +15.1% | +12.3% |
| 1Y | +18.3% | -9.8% | +28.1% | +21.4% |
| 3Y | +64.9% | +20.1% | +44.8% | +52.3% |
| 5Y | +52.4% | +19.2% | +33.2% | +36.0% |
| All | +52.4% | +18.7% | +33.7% | +36.0% |
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