+159.6%
XLB vs URA
+371.9%
-212.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.8% |
| 7D | -0.2% | +8.1% | -8.4% | -2.3% |
| 30D | -1.7% | +5.8% | -7.5% | -3.4% |
| 3M | +4.4% | +3.4% | +0.9% | +2.8% |
| 6M | +5.0% | -2.6% | +7.7% | +4.2% |
| YTD | +15.5% | +11.2% | +4.3% | +9.4% |
| 1Y | +14.9% | +19.8% | -4.9% | +4.9% |
| 3Y | +34.5% | +121.5% | -86.9% | -3.0% |
| 5Y | +36.5% | +134.5% | -97.9% | -8.6% |
| 10Y | +159.6% | +376.7% | -217.1% | +21.8% |
| All | +159.6% | +371.9% | -212.3% | +21.8% |
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 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