+163.9%
XLE vs UL
+106.3%
+57.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.7% | +2.6% | -9.3% | -7.4% |
| 30D | -4.4% | +6.8% | -11.2% | -6.2% |
| 3M | +4.0% | +5.7% | -1.8% | +2.2% |
| 6M | +13.2% | +15.9% | -2.7% | +8.0% |
| YTD | +41.9% | +4.3% | +37.6% | +39.0% |
| 1Y | +41.6% | -0.4% | +42.1% | +40.6% |
| 3Y | +64.0% | +35.0% | +29.0% | +44.8% |
| 5Y | +158.1% | +31.6% | +126.5% | +125.8% |
| 10Y | +163.9% | +104.6% | +59.3% | +112.1% |
| All | +163.9% | +106.3% | +57.7% | +112.1% |
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