+18.7%
EWZ vs UL
+36.1%
-17.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +0.8% | +1.1% | -0.4% | +0.6% |
| 30D | -24.4% | +4.5% | -28.9% | -24.9% |
| 3M | -4.6% | +6.5% | -11.1% | -5.5% |
| 6M | -11.6% | +18.2% | -29.7% | -14.0% |
| YTD | +2.4% | +4.7% | -2.3% | +1.5% |
| 1Y | +2.1% | +0.8% | +1.3% | +1.7% |
| 3Y | +18.7% | +35.9% | -17.2% | +8.4% |
| All | +18.7% | +36.1% | -17.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling