+1,218.8%
URI vs XME
+294.4%
+924.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.4% | +2.7% |
| 7D | -4.0% | +0.9% | -5.0% | -4.6% |
| 30D | +6.8% | -7.3% | +14.1% | +12.8% |
| 3M | -2.8% | -14.8% | +12.0% | +8.7% |
| 6M | +20.9% | -18.4% | +39.2% | +36.7% |
| YTD | +40.2% | -4.7% | +44.9% | +36.1% |
| 1Y | +34.1% | +5.7% | +28.4% | +19.0% |
| 3Y | +164.1% | +104.0% | +60.2% | +30.5% |
| 5Y | +199.3% | +122.4% | +76.9% | +30.6% |
| 10Y | +1,218.8% | +285.4% | +933.5% | +224.5% |
| All | +1,218.8% | +294.4% | +924.5% | +224.5% |
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