+192.2%
EWT vs UL
+19.9%
+172.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.5% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +4.8% | -1.2% | +6.0% | +4.8% |
| 3M | +11.1% | +6.0% | +5.2% | +10.4% |
| 6M | +54.6% | -5.5% | +60.1% | +55.7% |
| YTD | +71.4% | -3.3% | +74.8% | +72.6% |
| 1Y | +82.1% | -9.8% | +91.9% | +85.1% |
| All | +192.2% | +19.9% | +172.3% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling