+1,151.9%
URI vs XME
+266.4%
+885.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.5% |
| 7D | +9.3% | +5.3% | +4.0% | +5.2% |
| 30D | +7.6% | -8.2% | +15.8% | +14.6% |
| 3M | +1.0% | -18.4% | +19.4% | +16.8% |
| 6M | +19.8% | -22.8% | +42.7% | +41.7% |
| YTD | +41.9% | -7.9% | +49.7% | +41.2% |
| 1Y | +33.4% | -0.9% | +34.2% | +24.6% |
| 3Y | +156.0% | +96.0% | +60.1% | +30.4% |
| 5Y | +209.5% | +110.3% | +99.2% | +41.5% |
| All | +1,151.9% | +266.4% | +885.5% | +219.1% |
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