+170.7%
XLE vs UL
+65.6%
+105.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +12.6% | +0.9% | +11.7% | +12.3% |
| 3M | +11.8% | +14.2% | -2.4% | +7.4% |
| 6M | +16.1% | -3.2% | +19.3% | +16.6% |
| YTD | +46.9% | -0.3% | +47.2% | +45.9% |
| 1Y | +53.3% | -8.8% | +62.0% | +56.1% |
| 3Y | +54.9% | +23.9% | +31.1% | +40.7% |
| 5Y | +225.7% | +21.4% | +204.3% | +193.6% |
| 10Y | +170.7% | +66.7% | +104.0% | +134.2% |
| All | +170.7% | +65.6% | +105.1% | +134.2% |
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