+55.2%
EWT vs UL
+1.7%
+53.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -0.6% |
| 7D | -10.9% | +4.7% | -15.5% | -10.1% |
| 30D | -17.7% | +11.6% | -29.3% | -16.4% |
| 3M | -5.0% | +5.3% | -10.3% | -4.0% |
| 6M | +7.4% | +16.0% | -8.7% | +9.0% |
| YTD | +52.8% | +5.0% | +47.8% | +59.1% |
| 1Y | +55.2% | +1.1% | +54.1% | +61.0% |
| All | +55.2% | +1.7% | +53.5% | +61.0% |
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