+548.6%
XRT vs UL
+452.1%
+96.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +4.1% | +2.6% | +1.5% | +2.9% |
| 30D | +9.9% | +6.8% | +3.2% | +6.7% |
| 3M | +2.3% | +5.7% | -3.5% | -0.3% |
| 6M | +9.6% | +15.9% | -6.3% | +2.1% |
| YTD | +9.1% | +4.3% | +4.9% | +6.1% |
| 1Y | +16.2% | -0.4% | +16.7% | +15.3% |
| 3Y | +60.1% | +35.0% | +25.1% | +35.2% |
| 5Y | -0.5% | +31.6% | -32.1% | -16.6% |
| 10Y | +145.1% | +104.6% | +40.5% | +54.6% |
| All | +548.6% | +452.1% | +96.5% | +134.2% |
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 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