+432.5%
EWZ vs UL
+925.3%
-492.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | -1.3% | +7.8% | +7.4% |
| 30D | +4.8% | +0.5% | +4.4% | +4.5% |
| 3M | +9.9% | +17.6% | -7.7% | -1.5% |
| 6M | +1.9% | -5.4% | +7.3% | +4.1% |
| YTD | +20.3% | +0.7% | +19.6% | +17.7% |
| 1Y | +35.6% | -9.3% | +44.9% | +40.7% |
| 3Y | +43.4% | +24.5% | +18.9% | +18.6% |
| 5Y | +55.9% | +23.2% | +32.7% | +24.6% |
| 10Y | +84.2% | +64.5% | +19.7% | +17.3% |
| All | +432.5% | +925.3% | -492.8% | +61.3% |
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