+133.6%
XLC vs UL
+45.6%
+87.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | +3.1% | -2.5% | +5.6% | +3.9% |
| 30D | -4.2% | +5.7% | -9.9% | -6.1% |
| 3M | -2.1% | +7.0% | -9.1% | -4.5% |
| 6M | -6.6% | +16.1% | -22.7% | -11.6% |
| YTD | -7.8% | +3.6% | -11.4% | -9.7% |
| 1Y | -4.1% | -1.4% | -2.7% | -4.5% |
| 3Y | +62.6% | +34.1% | +28.6% | +41.0% |
| 5Y | +39.6% | +32.0% | +7.6% | +19.3% |
| All | +133.6% | +45.6% | +87.9% | +83.4% |
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 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