+149.7%
XBI vs UL
+66.7%
+83.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.5% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | +17.8% | +7.2% | +10.6% | +14.5% |
| 6M | +23.7% | -3.1% | +26.8% | +24.3% |
| YTD | +28.2% | -2.7% | +30.9% | +28.3% |
| 1Y | +64.0% | -10.2% | +74.2% | +68.6% |
| 3Y | +99.4% | +20.3% | +79.1% | +81.2% |
| 5Y | +19.3% | +19.9% | -0.6% | +6.9% |
| All | +149.7% | +66.7% | +83.0% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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