+833.6%
XLB vs UL
+514.2%
+319.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -1.4% | +0.3% | -1.6% | -1.5% |
| 30D | +7.1% | +7.0% | +0.1% | +4.0% |
| 3M | +0.6% | +5.8% | -5.2% | -1.9% |
| 6M | +3.5% | +16.1% | -12.6% | -3.4% |
| YTD | +18.2% | +4.5% | +13.8% | +14.9% |
| 1Y | +25.6% | -1.3% | +26.9% | +24.9% |
| 3Y | +46.7% | +35.0% | +11.7% | +25.8% |
| 5Y | +30.9% | +31.9% | -1.0% | +11.3% |
| 10Y | +167.7% | +99.3% | +68.5% | +84.8% |
| All | +833.6% | +514.2% | +319.4% | +296.1% |
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