-61.4%
XE vs URA
-43.6%
-17.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +8.0% |
| 7D | +25.1% | +4.5% | +20.7% | +17.6% |
| 30D | -11.5% | -13.4% | +2.0% | +7.6% |
| 3M | -44.7% | -28.4% | -16.3% | -13.0% |
| 6M | -64.5% | -40.5% | -24.1% | -28.2% |
| All | -61.4% | -43.6% | -17.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling