+910.6%
EWY vs UL
+903.7%
+6.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | +4.2% | +1.1% | +3.1% | +3.6% |
| 30D | -10.7% | +4.5% | -15.2% | -13.2% |
| 3M | -20.1% | +6.5% | -26.5% | -23.3% |
| 6M | -24.3% | +18.2% | -42.5% | -32.3% |
| YTD | +46.9% | +4.7% | +42.2% | +39.3% |
| 1Y | +55.2% | +0.8% | +54.4% | +49.5% |
| 3Y | +157.0% | +35.9% | +121.1% | +108.1% |
| 5Y | +98.9% | +33.4% | +65.5% | +58.9% |
| 10Y | +226.3% | +106.9% | +119.4% | +95.3% |
| All | +910.6% | +903.7% | +6.9% | +357.7% |
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