+164.2%
XLB vs URA
+289.1%
-124.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +6.9% | -14.8% | +21.7% | +11.2% |
| 3M | -0.2% | -25.3% | +25.1% | +7.1% |
| 6M | +3.3% | -39.9% | +43.2% | +16.6% |
| YTD | +18.0% | -22.4% | +40.5% | +22.4% |
| 1Y | +24.2% | -29.0% | +53.2% | +31.5% |
| 3Y | +44.7% | +41.0% | +3.7% | +18.2% |
| 5Y | +31.6% | +38.3% | -6.8% | +3.8% |
| 10Y | +164.2% | +276.1% | -111.8% | +29.3% |
| All | +164.2% | +289.1% | -124.8% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling