+54.7%
XEL vs URA
+37.6%
+17.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.5% |
| 7D | +1.4% | +4.5% | -3.0% | +1.3% |
| 30D | +9.2% | -13.4% | +22.6% | +9.4% |
| 3M | +4.5% | -28.4% | +32.9% | +5.1% |
| 6M | +3.6% | -40.5% | +44.1% | +4.5% |
| YTD | +12.9% | -24.3% | +37.2% | +13.7% |
| 1Y | +4.1% | -28.8% | +32.9% | +4.8% |
| All | +54.7% | +37.6% | +17.1% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling