+50.7%
XRT vs UL
+35.9%
+14.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.0% |
| 7D | +0.9% | +1.1% | -0.3% | +0.6% |
| 30D | +7.9% | +8.2% | -0.3% | +5.8% |
| 3M | -0.2% | +4.5% | -4.7% | -1.3% |
| 6M | +5.6% | +12.6% | -7.0% | +2.6% |
| YTD | +5.7% | +3.5% | +2.1% | +4.2% |
| 1Y | +14.6% | -0.4% | +15.0% | +13.8% |
| 3Y | +50.7% | +36.0% | +14.7% | +35.3% |
| All | +50.7% | +35.9% | +14.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling