+65.0%
XLF vs UL
+18.7%
+46.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | 0.0% |
| 7D | -2.9% | -4.1% | +1.2% | -1.9% |
| 30D | -1.6% | -1.2% | -0.4% | -1.3% |
| 3M | +9.3% | +6.0% | +3.3% | +7.6% |
| 6M | +14.6% | -5.5% | +20.1% | +15.8% |
| YTD | +4.7% | -3.3% | +8.1% | +5.0% |
| 1Y | +8.6% | -9.8% | +18.4% | +10.8% |
| 3Y | +73.9% | +20.1% | +53.7% | +61.1% |
| 5Y | +65.0% | +19.2% | +45.8% | +48.1% |
| All | +65.0% | +18.7% | +46.3% | +48.1% |
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 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