+134.0%
XLC vs UL
+46.6%
+87.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +6.2% | +2.6% | +3.7% | +5.3% |
| 30D | -2.4% | +6.8% | -9.1% | -4.6% |
| 3M | -3.3% | +5.7% | -9.1% | -5.3% |
| 6M | -7.3% | +15.9% | -23.2% | -12.2% |
| YTD | -7.6% | +4.3% | -11.9% | -9.7% |
| 1Y | -3.7% | -0.4% | -3.3% | -4.4% |
| 3Y | +62.9% | +35.0% | +28.0% | +40.9% |
| 5Y | +41.6% | +31.6% | +10.0% | +21.4% |
| All | +134.0% | +46.6% | +87.4% | +83.3% |
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 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