+63.3%
UL vs XME
+426.6%
-363.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | -4.1% | -3.0% | -1.0% | -3.7% |
| 30D | -1.2% | -2.6% | +1.4% | -0.9% |
| 3M | +6.0% | +2.2% | +3.8% | +5.4% |
| 6M | -5.5% | +0.7% | -6.2% | -6.1% |
| YTD | -3.3% | +10.9% | -14.2% | -5.6% |
| 1Y | -9.8% | +35.7% | -45.5% | -14.9% |
| 3Y | +20.1% | +127.1% | -107.0% | +3.0% |
| 5Y | +19.2% | +168.5% | -149.3% | -2.8% |
| All | +63.3% | +426.6% | -363.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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