+24.4%
EW vs UL
+0.7%
+23.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | +23.9% | +4.5% | +19.4% | +22.5% |
| 3M | +15.8% | +6.5% | +9.3% | +13.9% |
| 6M | +31.7% | +18.2% | +13.5% | +26.1% |
| YTD | +25.7% | +4.7% | +21.0% | +22.8% |
| 1Y | +24.4% | +0.8% | +23.7% | +22.4% |
| All | +24.4% | +0.7% | +23.8% | +22.4% |
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