+1,075.5%
XLI vs UL
+515.4%
+560.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +3.8% | +1.1% | +2.6% | +3.3% |
| 30D | +1.0% | +4.5% | -3.5% | -0.8% |
| 3M | -8.9% | +6.5% | -15.4% | -11.4% |
| 6M | -2.3% | +18.2% | -20.5% | -9.2% |
| YTD | +9.7% | +4.7% | +5.0% | +6.4% |
| 1Y | +12.3% | +0.8% | +11.5% | +10.3% |
| 3Y | +71.5% | +35.9% | +35.6% | +47.6% |
| 5Y | +70.2% | +33.4% | +36.8% | +44.9% |
| 10Y | +227.5% | +106.9% | +120.6% | +128.2% |
| All | +1,075.5% | +515.4% | +560.1% | +444.7% |
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