+594.1%
EWT vs UL
+838.2%
-244.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.5% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | +6.1% | +17.6% | -11.5% | -1.7% |
| 6M | +56.6% | -5.4% | +62.0% | +58.3% |
| YTD | +76.6% | +0.7% | +75.9% | +73.7% |
| 1Y | +97.9% | -9.3% | +107.1% | +102.2% |
| 3Y | +198.0% | +24.5% | +173.4% | +162.6% |
| 5Y | +151.8% | +23.2% | +128.5% | +118.4% |
| 10Y | +514.1% | +64.5% | +449.7% | +345.2% |
| All | +594.1% | +838.2% | -244.2% | +205.6% |
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