+253.9%
XLI vs UL
+66.7%
+187.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.6% |
| 30D | -7.3% | +0.5% | -7.8% | -7.5% |
| 3M | -1.3% | +7.2% | -8.6% | -4.0% |
| 6M | +2.2% | -3.1% | +5.3% | +2.7% |
| YTD | +11.7% | -2.7% | +14.4% | +11.8% |
| 1Y | +14.3% | -10.2% | +24.5% | +17.3% |
| 3Y | +70.3% | +20.3% | +50.1% | +55.1% |
| 5Y | +82.3% | +19.9% | +62.4% | +63.4% |
| All | +253.9% | +66.7% | +187.2% | +204.9% |
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