+124.8%
XRT vs UL
+65.2%
+59.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -6.9% | -0.6% | -6.4% | -6.7% |
| 3M | -0.4% | +9.4% | -9.9% | -3.5% |
| 6M | +2.2% | -4.1% | +6.4% | +3.3% |
| YTD | -0.7% | -2.0% | +1.3% | -0.6% |
| 1Y | -2.0% | -9.0% | +7.0% | +0.4% |
| 3Y | +41.0% | +21.8% | +19.2% | +28.8% |
| 5Y | -3.3% | +20.6% | -23.9% | -12.7% |
| 10Y | +124.8% | +67.7% | +57.1% | +94.2% |
| All | +124.8% | +65.2% | +59.6% | +94.2% |
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