+133.2%
XRT vs UL
+109.3%
+23.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | +7.5% | +4.5% | +3.0% | +5.9% |
| 3M | +2.2% | +6.5% | -4.3% | 0.0% |
| 6M | +14.7% | +18.2% | -3.5% | +8.1% |
| YTD | +7.5% | +4.7% | +2.8% | +5.2% |
| 1Y | +14.1% | +0.8% | +13.4% | +13.0% |
| 3Y | +58.8% | +35.9% | +22.9% | +39.4% |
| 5Y | -3.9% | +33.4% | -37.3% | -16.4% |
| All | +133.2% | +109.3% | +23.9% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling