+81.6%
XLF vs UL
+36.1%
+45.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +2.7% | +1.1% | +1.5% | +2.5% |
| 30D | +7.6% | +4.5% | +3.1% | +6.9% |
| 3M | +1.1% | +6.5% | -5.4% | +0.1% |
| 6M | +15.9% | +18.2% | -2.3% | +13.2% |
| YTD | +8.4% | +4.7% | +3.8% | +7.1% |
| 1Y | +12.5% | +0.8% | +11.7% | +11.7% |
| 3Y | +81.6% | +35.9% | +45.7% | +72.6% |
| All | +81.6% | +36.1% | +45.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling