+64.4%
UL vs EME
+1,362.1%
-1,297.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.2% |
| 7D | -3.4% | +3.5% | -6.9% | -3.7% |
| 30D | +0.5% | -6.3% | +6.8% | +1.0% |
| 3M | +7.2% | -3.8% | +11.0% | +7.2% |
| 6M | -3.1% | +8.5% | -11.6% | -4.7% |
| YTD | -2.7% | +27.8% | -30.5% | -6.4% |
| 1Y | -10.2% | +22.2% | -32.5% | -13.7% |
| 3Y | +20.3% | +253.5% | -233.2% | -6.1% |
| 5Y | +19.9% | +578.6% | -558.7% | -18.8% |
| All | +64.4% | +1,362.1% | -1,297.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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