-12.8%
EW vs UL
+32.3%
-45.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | +12.3% | +0.3% | +12.0% | +12.2% |
| 30D | +22.9% | +7.0% | +15.9% | +21.0% |
| 3M | +16.7% | +5.8% | +10.9% | +15.2% |
| 6M | +31.0% | +16.1% | +14.8% | +26.4% |
| YTD | +22.8% | +4.5% | +18.3% | +21.0% |
| 1Y | +25.6% | -1.3% | +26.9% | +25.1% |
| 3Y | +62.0% | +35.0% | +27.0% | +47.1% |
| 5Y | -12.8% | +31.9% | -44.7% | -23.2% |
| All | -12.8% | +32.3% | -45.1% | -23.2% |
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