+1,111.5%
XLI vs UL
+485.9%
+625.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | -5.8% | +0.9% | -6.7% | -6.2% |
| 3M | +0.7% | +14.2% | -13.5% | -4.8% |
| 6M | +3.2% | -3.2% | +6.4% | +3.6% |
| YTD | +13.0% | -0.3% | +13.4% | +12.0% |
| 1Y | +16.8% | -8.8% | +25.6% | +19.4% |
| 3Y | +72.4% | +23.9% | +48.6% | +54.3% |
| 5Y | +82.8% | +21.4% | +61.4% | +61.9% |
| 10Y | +252.4% | +66.7% | +185.8% | +168.1% |
| All | +1,111.5% | +485.9% | +625.6% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling