+64.4%
UL vs EFV
+169.9%
-105.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | 0.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | +0.5% | +0.6% | -0.1% | +0.1% |
| 3M | +7.2% | +7.5% | -0.3% | +2.9% |
| 6M | -3.1% | +13.0% | -16.1% | -9.7% |
| YTD | -2.7% | +18.3% | -21.0% | -11.7% |
| 1Y | -10.2% | +26.7% | -37.0% | -21.7% |
| 3Y | +20.3% | +89.6% | -69.3% | -17.3% |
| 5Y | +19.9% | +98.2% | -78.3% | -20.3% |
| All | +64.4% | +169.9% | -105.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling