+30.7%
UL vs EMB
+6.4%
+24.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +8.2% | +1.3% | +6.9% | +7.4% |
| 3M | +4.5% | -2.2% | +6.8% | +6.0% |
| 6M | +12.6% | -2.3% | +14.9% | +14.2% |
| YTD | +3.5% | -0.6% | +4.2% | +4.1% |
| 1Y | -0.4% | +0.5% | -0.9% | -0.5% |
| 3Y | +36.0% | +29.4% | +6.6% | +17.9% |
| All | +30.7% | +6.4% | +24.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling