+103.9%
UL vs EMB
+35.7%
+68.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | +4.5% | +1.1% | +3.4% | +3.8% |
| 3M | +5.5% | -2.0% | +7.5% | +6.9% |
| 6M | +17.0% | -1.9% | +18.9% | +18.5% |
| YTD | +3.2% | -0.5% | +3.7% | +3.6% |
| 1Y | -1.9% | +0.1% | -2.0% | -1.8% |
| 3Y | +33.6% | +29.7% | +3.9% | +12.9% |
| 5Y | +31.5% | +8.1% | +23.4% | +26.0% |
| 10Y | +103.9% | +36.3% | +67.7% | +65.6% |
| All | +103.9% | +35.7% | +68.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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