+41.6%
XLC vs UL
+31.7%
+10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +6.2% | +2.6% | +3.7% | +5.6% |
| 30D | -2.4% | +6.8% | -9.1% | -3.9% |
| 3M | -3.3% | +5.7% | -9.1% | -4.6% |
| 6M | -7.3% | +15.9% | -23.2% | -10.5% |
| YTD | -7.6% | +4.3% | -11.9% | -9.0% |
| 1Y | -3.7% | -0.4% | -3.3% | -4.2% |
| 3Y | +62.9% | +35.0% | +28.0% | +47.0% |
| 5Y | +41.6% | +31.6% | +10.0% | +23.0% |
| All | +41.6% | +31.7% | +10.0% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling