+164.2%
XLB vs UL
+109.3%
+54.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +5.2% | +4.5% | +0.6% | +3.3% |
| 3M | +0.3% | +6.5% | -6.2% | -2.2% |
| 6M | +1.2% | +18.2% | -17.0% | -5.4% |
| YTD | +16.6% | +4.7% | +12.0% | +13.8% |
| 1Y | +21.4% | +0.8% | +20.7% | +20.1% |
| 3Y | +43.2% | +35.9% | +7.3% | +24.0% |
| 5Y | +28.0% | +33.4% | -5.4% | +9.8% |
| All | +164.2% | +109.3% | +54.8% | +113.3% |
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