+1,182.4%
URI vs XME
+270.2%
+912.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.5% |
| 7D | -6.0% | -0.2% | -5.8% | -5.7% |
| 30D | +4.6% | -9.2% | +13.8% | +12.2% |
| 3M | -2.7% | -17.8% | +15.1% | +11.9% |
| 6M | +18.4% | -20.0% | +38.4% | +36.0% |
| YTD | +37.4% | -6.6% | +43.9% | +35.3% |
| 1Y | +30.4% | +1.8% | +28.6% | +19.3% |
| 3Y | +147.9% | +98.7% | +49.2% | +24.9% |
| 5Y | +202.1% | +123.9% | +78.2% | +30.6% |
| 10Y | +1,182.4% | +277.9% | +904.6% | +219.5% |
| All | +1,182.4% | +270.2% | +912.3% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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