-9.8%
UL vs XME
+37.7%
-47.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.5% |
| 7D | -4.1% | -3.0% | -1.0% | -4.1% |
| 30D | -1.2% | -2.6% | +1.4% | -1.3% |
| 3M | +6.0% | +2.2% | +3.8% | +6.3% |
| 6M | -5.5% | +0.7% | -6.2% | -5.4% |
| YTD | -3.3% | +10.9% | -14.2% | -3.6% |
| 1Y | -9.8% | +35.7% | -45.5% | -9.7% |
| All | -9.8% | +37.7% | -47.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling