+1,106.7%
XLY vs UL
+471.9%
+634.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -3.4% | +1.7% | -0.4% |
| 30D | -4.2% | +0.5% | -4.7% | -4.4% |
| 3M | -2.7% | +7.2% | -9.9% | -5.5% |
| 6M | -0.6% | -3.1% | +2.4% | -0.1% |
| YTD | -5.0% | -2.7% | -2.3% | -4.8% |
| 1Y | -4.1% | -10.2% | +6.1% | -1.2% |
| 3Y | +33.6% | +20.3% | +13.3% | +21.3% |
| 5Y | +28.7% | +19.9% | +8.8% | +15.2% |
| 10Y | +219.6% | +66.5% | +153.2% | +144.6% |
| All | +1,106.7% | +471.9% | +634.9% | +476.3% |
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