+168.8%
XLB vs UL
+104.4%
+64.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | +7.2% | +4.5% | +2.7% | +5.4% |
| 3M | 0.0% | +5.5% | -5.4% | -2.1% |
| 6M | +2.3% | +17.0% | -14.7% | -4.0% |
| YTD | +18.4% | +3.2% | +15.2% | +16.2% |
| 1Y | +23.3% | -1.9% | +25.2% | +23.2% |
| 3Y | +45.2% | +33.6% | +11.6% | +26.5% |
| 5Y | +31.0% | +31.5% | -0.5% | +12.9% |
| 10Y | +168.8% | +103.9% | +64.8% | +118.6% |
| All | +168.8% | +104.4% | +64.3% | +118.6% |
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 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