+820.5%
XLB vs UL
+492.0%
+328.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.4% | -1.3% | -0.1% | -0.8% |
| 30D | -0.4% | +0.5% | -0.9% | -0.6% |
| 3M | +2.0% | +17.6% | -15.6% | -5.2% |
| 6M | +1.8% | -5.4% | +7.2% | +3.6% |
| YTD | +16.6% | +0.7% | +15.9% | +15.3% |
| 1Y | +16.9% | -9.3% | +26.2% | +20.6% |
| 3Y | +32.6% | +24.5% | +8.0% | +17.8% |
| 5Y | +35.6% | +23.2% | +12.4% | +19.0% |
| 10Y | +160.0% | +64.5% | +95.5% | +95.4% |
| All | +820.5% | +492.0% | +328.5% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling