+141.3%
XLC vs UL
+35.9%
+105.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.7% | -4.1% | +2.4% | -0.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +0.7% | +6.0% | -5.3% | -1.5% |
| 6M | -4.5% | -5.5% | +1.0% | -3.0% |
| YTD | -4.7% | -3.3% | -1.4% | -4.3% |
| 1Y | -1.5% | -9.8% | +8.3% | +1.2% |
| 3Y | +72.2% | +20.1% | +52.1% | +55.7% |
| 5Y | +39.3% | +19.2% | +20.1% | +24.0% |
| All | +141.3% | +35.9% | +105.4% | +94.3% |
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