+420.5%
UL vs XME
+244.0%
+176.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -0.6% | +1.4% | -2.0% | -1.0% |
| 3M | +9.4% | +2.7% | +6.7% | +8.3% |
| 6M | -4.1% | +6.5% | -10.6% | -6.3% |
| YTD | -2.0% | +15.2% | -17.2% | -6.2% |
| 1Y | -9.0% | +43.5% | -52.5% | -17.4% |
| 3Y | +21.8% | +135.9% | -114.1% | -2.8% |
| 5Y | +20.6% | +181.5% | -160.9% | -10.0% |
| 10Y | +67.7% | +436.9% | -369.1% | -0.2% |
| All | +420.5% | +244.0% | +176.6% | +186.7% |
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 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