+101.4%
XLP vs UL
+65.6%
+35.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +3.8% | +17.6% | -13.8% | -2.7% |
| 6M | -1.7% | -5.4% | +3.6% | 0.0% |
| YTD | +10.3% | +0.7% | +9.6% | +9.4% |
| 1Y | +7.8% | -9.3% | +17.1% | +11.2% |
| 3Y | +27.2% | +24.5% | +2.7% | +15.2% |
| 5Y | +32.5% | +23.2% | +9.3% | +18.7% |
| All | +101.4% | +65.6% | +35.7% | +70.4% |
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