+393.0%
EFA vs UL
+579.6%
-186.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.9% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | +6.4% | +14.2% | -7.8% | -1.7% |
| 6M | +11.4% | -3.2% | +14.6% | +12.0% |
| YTD | +14.0% | -0.3% | +14.3% | +12.6% |
| 1Y | +20.2% | -8.8% | +29.0% | +24.0% |
| 3Y | +68.2% | +23.9% | +44.3% | +44.3% |
| 5Y | +54.8% | +21.4% | +33.5% | +31.0% |
| 10Y | +142.4% | +66.7% | +75.7% | +60.8% |
| All | +393.0% | +579.6% | -186.5% | +47.1% |
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 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