+147.8%
XEL vs UL
+66.7%
+81.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | -3.4% | +3.1% | +1.0% |
| 30D | -3.9% | +0.5% | -4.4% | -4.2% |
| 3M | -2.8% | +7.2% | -10.1% | -5.7% |
| 6M | -5.4% | -3.1% | -2.3% | -4.9% |
| YTD | +3.8% | -2.7% | +6.5% | +4.0% |
| 1Y | +6.8% | -10.2% | +17.1% | +10.2% |
| 3Y | +45.6% | +20.3% | +25.3% | +33.5% |
| 5Y | +30.7% | +19.9% | +10.7% | +18.1% |
| All | +147.8% | +66.7% | +81.1% | +99.8% |
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