+349.8%
EWZ vs UL
+954.0%
-604.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +2.2% |
| 7D | -1.5% | +1.1% | -2.6% | -2.3% |
| 30D | -24.5% | +8.2% | -32.8% | -28.2% |
| 3M | -10.7% | +4.5% | -15.2% | -13.5% |
| 6M | -19.1% | +12.6% | -31.6% | -25.8% |
| YTD | +1.6% | +3.5% | -1.9% | -2.6% |
| 1Y | +4.3% | -0.4% | +4.7% | +1.9% |
| 3Y | +19.0% | +36.0% | -17.0% | -7.3% |
| 5Y | +57.7% | +30.9% | +26.7% | +20.7% |
| 10Y | +51.3% | +97.5% | -46.2% | -15.2% |
| All | +349.8% | +954.0% | -604.2% | +33.4% |
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 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