+164.3%
EWY vs UL
-8.6%
+172.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -1.3% | +6.1% | +4.4% |
| 30D | +11.7% | +0.5% | +11.2% | +12.0% |
| 3M | -7.4% | +17.6% | -25.0% | -6.3% |
| 6M | +40.6% | -5.4% | +45.9% | +47.4% |
| YTD | +94.3% | +0.7% | +93.6% | +108.8% |
| 1Y | +164.3% | -9.3% | +173.5% | +182.5% |
| All | +164.3% | -8.6% | +172.9% | +182.5% |
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