+926.8%
XBI vs UL
+391.2%
+535.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -3.6% | -3.2% | -0.4% | -2.3% |
| 30D | +0.9% | -0.6% | +1.4% | +1.0% |
| 3M | +21.4% | +9.4% | +12.0% | +16.1% |
| 6M | +25.5% | -4.1% | +29.6% | +26.6% |
| YTD | +30.8% | -2.0% | +32.8% | +30.3% |
| 1Y | +68.6% | -9.0% | +77.5% | +72.7% |
| 3Y | +103.9% | +21.8% | +82.1% | +81.3% |
| 5Y | +20.8% | +20.6% | +0.2% | +6.1% |
| 10Y | +164.0% | +67.7% | +96.3% | +90.7% |
| All | +926.8% | +391.2% | +535.6% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling