+455.9%
UL vs XME
+170.7%
+285.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +4.5% | -6.1% | +10.6% | +5.6% |
| 3M | +6.5% | -18.6% | +25.1% | +10.5% |
| 6M | +18.2% | -23.9% | +42.1% | +23.5% |
| YTD | +4.7% | -9.3% | +14.0% | +4.8% |
| 1Y | +0.8% | +1.8% | -1.0% | -1.7% |
| 3Y | +35.9% | +93.0% | -57.1% | +12.5% |
| 5Y | +33.4% | +107.0% | -73.6% | +6.1% |
| 10Y | +106.9% | +266.9% | -160.0% | +33.8% |
| All | +455.9% | +170.7% | +285.2% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling