+513.3%
XRT vs UL
+433.3%
+80.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | -1.3% | +2.1% | +1.4% |
| 30D | -4.2% | +0.5% | -4.7% | -4.4% |
| 3M | +5.1% | +17.6% | -12.5% | -2.7% |
| 6M | +2.4% | -5.4% | +7.8% | +4.4% |
| YTD | +3.2% | +0.7% | +2.5% | +2.0% |
| 1Y | +1.5% | -9.3% | +10.8% | +5.0% |
| 3Y | +40.6% | +24.5% | +16.0% | +23.2% |
| 5Y | -1.0% | +23.2% | -24.2% | -14.4% |
| 10Y | +128.4% | +64.5% | +63.9% | +61.6% |
| All | +513.3% | +433.3% | +80.0% | +125.1% |
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