-9.0%
UL vs EMB
+4.6%
-13.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.6% | -0.3% | -0.3% | -0.3% |
| 3M | +9.4% | -0.3% | +9.7% | +9.8% |
| 6M | -4.1% | +0.7% | -4.9% | -3.9% |
| YTD | -2.0% | +1.3% | -3.2% | -1.3% |
| 1Y | -9.0% | +4.7% | -13.7% | -8.4% |
| All | -9.0% | +4.6% | -13.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling