+36.5%
XLB vs UL
+22.5%
+14.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -1.7% | +0.9% | -2.7% | -2.0% |
| 3M | +4.4% | +14.2% | -9.9% | +0.2% |
| 6M | +5.0% | -3.2% | +8.2% | +5.8% |
| YTD | +15.5% | -0.3% | +15.8% | +15.2% |
| 1Y | +14.9% | -8.8% | +23.7% | +17.7% |
| 3Y | +34.5% | +23.9% | +10.7% | +23.7% |
| 5Y | +36.5% | +21.4% | +15.2% | +21.6% |
| All | +36.5% | +22.5% | +14.1% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling