+889.2%
XLV vs UL
+471.9%
+417.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -3.4% | -0.2% | -2.5% |
| 30D | -1.8% | +0.5% | -2.3% | -2.0% |
| 3M | +7.8% | +7.2% | +0.5% | +5.4% |
| 6M | +9.1% | -3.1% | +12.2% | +9.7% |
| YTD | +7.7% | -2.7% | +10.4% | +8.1% |
| 1Y | +20.4% | -10.2% | +30.7% | +23.6% |
| 3Y | +30.8% | +20.3% | +10.5% | +22.0% |
| 5Y | +34.6% | +19.9% | +14.7% | +24.0% |
| 10Y | +173.4% | +66.5% | +106.9% | +125.0% |
| All | +889.2% | +471.9% | +417.3% | +515.5% |
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