+7,515.3%
EW vs UL
+954.2%
+6,561.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.4% |
| 3M | +16.7% | +5.8% | +10.9% | +14.7% |
| 6M | +31.0% | +16.1% | +14.8% | +25.0% |
| YTD | +22.8% | +4.5% | +18.3% | +20.5% |
| 1Y | +25.6% | -1.3% | +26.9% | +25.1% |
| 3Y | +62.0% | +35.0% | +27.0% | +45.2% |
| 5Y | -12.8% | +31.9% | -44.7% | -22.1% |
| 10Y | +239.8% | +99.3% | +140.5% | +167.6% |
| All | +7,515.3% | +954.2% | +6,561.1% | +4,103.2% |
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 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