+303.5%
EWY vs UL
+66.7%
+236.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -0.1% | -3.4% | +3.3% | +1.0% |
| 30D | +7.3% | +0.5% | +6.8% | +7.1% |
| 3M | -5.1% | +7.2% | -12.4% | -8.3% |
| 6M | +42.1% | -3.1% | +45.1% | +42.0% |
| YTD | +94.1% | -2.7% | +96.8% | +93.9% |
| 1Y | +147.8% | -10.2% | +158.1% | +154.3% |
| 3Y | +222.9% | +20.3% | +202.7% | +190.9% |
| 5Y | +150.6% | +19.9% | +130.7% | +122.2% |
| All | +303.5% | +66.7% | +236.8% | +239.4% |
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