-1.5%
XLC vs UL
-10.0%
+8.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.7% | -4.1% | +2.4% | -1.0% |
| 30D | +0.2% | -1.2% | +1.4% | +0.4% |
| 3M | +0.7% | +6.0% | -5.3% | 0.0% |
| 6M | -4.5% | -5.5% | +1.0% | -4.4% |
| YTD | -4.7% | -3.3% | -1.4% | -5.0% |
| 1Y | -1.5% | -9.8% | +8.3% | +0.7% |
| All | -1.5% | -10.0% | +8.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling