+552.8%
XLP vs UL
+508.6%
+44.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +10.3% | +8.2% | +2.0% | +7.4% |
| 3M | +6.5% | +4.5% | +2.0% | +4.9% |
| 6M | +8.4% | +12.6% | -4.2% | +4.0% |
| YTD | +18.2% | +3.5% | +14.7% | +16.4% |
| 1Y | +22.4% | -0.4% | +22.9% | +22.0% |
| 3Y | +41.9% | +36.0% | +5.9% | +26.5% |
| 5Y | +40.9% | +30.9% | +9.9% | +25.5% |
| 10Y | +128.4% | +97.5% | +30.8% | +75.3% |
| All | +552.8% | +508.6% | +44.2% | +222.1% |
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