+15.4%
XLB vs UL
-8.7%
+24.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | -3.4% | -0.6% | -2.8% | -3.2% |
| 3M | +1.6% | +9.4% | -7.8% | -0.5% |
| 6M | +3.6% | -4.1% | +7.8% | +5.3% |
| YTD | +14.2% | -2.0% | +16.2% | +15.5% |
| All | +15.4% | -8.7% | +24.1% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling