+474.1%
XEL vs URA
-52.4%
+526.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.4% | -1.5% | +4.0% | +2.5% |
| 30D | +8.3% | -10.4% | +18.7% | +9.2% |
| 3M | +4.2% | -29.6% | +33.8% | +7.2% |
| 6M | +3.7% | -40.3% | +44.0% | +8.0% |
| YTD | +13.1% | -25.5% | +38.5% | +14.7% |
| 1Y | +5.0% | -26.4% | +31.4% | +6.5% |
| 3Y | +55.0% | +31.4% | +23.5% | +45.3% |
| 5Y | +51.8% | +28.6% | +23.2% | +40.2% |
| 10Y | +185.6% | +260.9% | -75.3% | +117.4% |
| All | +474.1% | -52.4% | +526.5% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling