+147.4%
URI vs XME
+84.7%
+62.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | -0.6% |
| 7D | -9.8% | -4.5% | -5.3% | -7.6% |
| 30D | +1.7% | -10.9% | +12.6% | +7.7% |
| 3M | -9.1% | -15.3% | +6.2% | -1.6% |
| 6M | +9.9% | -24.6% | +34.5% | +25.0% |
| YTD | +31.2% | -9.6% | +40.8% | +29.7% |
| 1Y | +25.9% | +2.9% | +23.0% | +13.5% |
| 3Y | +147.4% | +86.9% | +60.5% | +34.0% |
| All | +147.4% | +84.7% | +62.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling