+640.9%
XLU vs UL
+476.2%
+164.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +0.6% | -3.2% | +3.9% | +1.7% |
| 30D | -0.4% | -0.6% | +0.1% | -0.3% |
| 3M | -1.7% | +9.4% | -11.2% | -4.9% |
| 6M | -7.1% | -4.1% | -3.0% | -6.4% |
| YTD | +1.9% | -2.0% | +3.9% | +1.9% |
| 1Y | +6.1% | -9.0% | +15.1% | +8.4% |
| 3Y | +48.8% | +21.8% | +26.9% | +37.4% |
| 5Y | +43.8% | +20.6% | +23.2% | +31.2% |
| 10Y | +143.2% | +67.7% | +75.5% | +97.4% |
| All | +640.9% | +476.2% | +164.7% | +304.9% |
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