+42.0%
XLP vs UL
+31.0%
+11.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +10.3% | +8.2% | +2.0% | +7.3% |
| 3M | +6.5% | +4.5% | +2.0% | +4.9% |
| 6M | +8.4% | +12.6% | -4.2% | +3.9% |
| YTD | +18.2% | +3.5% | +14.7% | +16.3% |
| 1Y | +22.4% | -0.4% | +22.9% | +21.9% |
| 3Y | +41.9% | +36.0% | +5.9% | +27.7% |
| All | +42.0% | +31.0% | +11.0% | +25.8% |
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