+7,464.4%
EW vs UL
+952.0%
+6,512.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +9.3% | +2.6% | +6.7% | +8.5% |
| 30D | +22.1% | +6.8% | +15.3% | +19.7% |
| 3M | +13.0% | +5.7% | +7.3% | +11.1% |
| 6M | +30.1% | +15.9% | +14.2% | +24.2% |
| YTD | +22.0% | +4.3% | +17.7% | +19.8% |
| 1Y | +23.7% | -0.4% | +24.1% | +22.9% |
| 3Y | +62.0% | +35.0% | +27.0% | +45.2% |
| 5Y | -12.4% | +31.6% | -44.0% | -21.8% |
| 10Y | +236.1% | +104.6% | +131.4% | +162.9% |
| All | +7,464.4% | +952.0% | +6,512.4% | +4,077.6% |
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