+508.9%
XLP vs UL
+492.0%
+17.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -0.9% | +0.5% | -1.4% | -1.0% |
| 3M | +3.8% | +17.6% | -13.8% | -1.9% |
| 6M | -1.7% | -5.4% | +3.6% | -0.2% |
| YTD | +10.3% | +0.7% | +9.6% | +9.6% |
| 1Y | +7.8% | -9.3% | +17.1% | +10.8% |
| 3Y | +27.2% | +24.5% | +2.7% | +16.9% |
| 5Y | +32.5% | +23.2% | +9.3% | +20.5% |
| 10Y | +101.8% | +64.5% | +37.3% | +64.2% |
| All | +508.9% | +492.0% | +17.0% | +203.3% |
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