+55.0%
XEL vs UL
+36.1%
+18.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | +8.3% | +4.5% | +3.8% | +6.8% |
| 3M | +4.2% | +6.5% | -2.3% | +2.1% |
| 6M | +3.7% | +18.2% | -14.4% | -2.0% |
| YTD | +13.1% | +4.7% | +8.4% | +10.9% |
| 1Y | +5.0% | +0.8% | +4.2% | +4.3% |
| 3Y | +55.0% | +35.9% | +19.1% | +35.6% |
| All | +55.0% | +36.1% | +18.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling