+164.5%
XLB vs UL
+65.2%
+99.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.9% | -3.2% | +0.3% | -1.8% |
| 30D | -3.4% | -0.6% | -2.8% | -3.2% |
| 3M | +1.6% | +9.4% | -7.8% | -2.0% |
| 6M | +3.6% | -4.1% | +7.8% | +4.8% |
| YTD | +14.2% | -2.0% | +16.2% | +14.4% |
| 1Y | +15.6% | -9.0% | +24.6% | +18.9% |
| 3Y | +33.1% | +21.8% | +11.3% | +20.5% |
| 5Y | +35.0% | +20.6% | +14.5% | +20.9% |
| 10Y | +164.5% | +67.7% | +96.8% | +126.3% |
| All | +164.5% | +65.2% | +99.3% | +126.3% |
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