+55.0%
EWZ vs UL
+23.5%
+31.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | -1.3% | +7.8% | +6.8% |
| 30D | +4.8% | +0.5% | +4.4% | +4.7% |
| 3M | +9.9% | +17.6% | -7.7% | +6.0% |
| 6M | +1.9% | -5.4% | +7.3% | +2.9% |
| YTD | +20.3% | +0.7% | +19.6% | +19.7% |
| 1Y | +35.6% | -9.3% | +44.9% | +38.0% |
| 3Y | +43.4% | +24.5% | +18.9% | +34.5% |
| All | +55.0% | +23.5% | +31.5% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling