+204.5%
URI vs XME
+108.0%
+96.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.3% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +8.9% | -6.1% | +15.0% | +13.0% |
| 3M | +0.5% | -18.6% | +19.2% | +13.2% |
| 6M | +20.7% | -23.9% | +44.6% | +39.5% |
| YTD | +40.0% | -9.3% | +49.4% | +40.3% |
| 1Y | +34.4% | +1.8% | +32.6% | +23.9% |
| 3Y | +149.5% | +93.0% | +56.5% | +39.9% |
| All | +204.5% | +108.0% | +96.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling