+29.0%
XEL vs URA
+132.7%
-103.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +0.9% | +5.7% | -4.8% | +0.7% |
| 30D | -0.9% | +5.6% | -6.5% | -1.2% |
| 3M | -1.4% | +6.2% | -7.6% | -1.8% |
| 6M | -5.8% | -8.2% | +2.4% | -5.6% |
| YTD | +4.7% | +9.7% | -5.0% | +3.8% |
| 1Y | +9.1% | +17.0% | -7.9% | +7.4% |
| 3Y | +47.8% | +118.5% | -70.6% | +38.1% |
| 5Y | +29.0% | +134.3% | -105.3% | +18.1% |
| All | +29.0% | +132.7% | -103.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling