+1,250.3%
EWY vs UL
+839.9%
+410.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.2% |
| 7D | +6.7% | -3.2% | +9.9% | +8.3% |
| 30D | +17.0% | -0.6% | +17.5% | +17.1% |
| 3M | +3.7% | +9.4% | -5.8% | -2.4% |
| 6M | +42.5% | -4.1% | +46.6% | +42.5% |
| YTD | +96.2% | -2.0% | +98.2% | +94.0% |
| 1Y | +160.4% | -9.0% | +169.3% | +165.6% |
| 3Y | +231.7% | +21.8% | +209.9% | +186.3% |
| 5Y | +153.3% | +20.6% | +132.7% | +114.8% |
| 10Y | +308.8% | +67.7% | +241.1% | +176.5% |
| All | +1,250.3% | +839.9% | +410.5% | +537.3% |
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