+513.6%
EWT vs UL
+66.7%
+446.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +8.3% | +7.2% | +1.0% | +5.7% |
| 6M | +54.2% | -3.1% | +57.3% | +54.6% |
| YTD | +74.6% | -2.7% | +77.3% | +74.6% |
| 1Y | +84.9% | -10.2% | +95.1% | +88.7% |
| 3Y | +197.5% | +20.3% | +177.3% | +175.7% |
| 5Y | +150.6% | +19.9% | +130.6% | +129.0% |
| All | +513.6% | +66.7% | +446.9% | +437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling