+1,271.8%
URI vs XME
+412.4%
+859.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.8% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | -9.4% | +1.4% | -10.8% | -10.7% |
| 3M | -5.8% | +2.7% | -8.5% | -9.0% |
| 6M | +25.8% | +6.5% | +19.3% | +15.1% |
| YTD | +27.9% | +15.2% | +12.7% | +7.9% |
| 1Y | +9.7% | +43.5% | -33.8% | -24.3% |
| 3Y | +128.0% | +135.9% | -7.9% | +1.5% |
| 5Y | +212.4% | +181.5% | +30.9% | +12.7% |
| 10Y | +1,271.8% | +436.9% | +835.0% | +148.8% |
| All | +1,271.8% | +412.4% | +859.4% | +148.8% |
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