+168.8%
XLB vs URI
+1,243.8%
-1,075.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | +7.2% | +8.9% | -1.6% | +3.9% |
| 3M | 0.0% | +0.8% | -0.8% | -0.8% |
| 6M | +2.3% | +23.1% | -20.8% | -6.0% |
| YTD | +18.4% | +43.1% | -24.6% | +1.1% |
| 1Y | +23.3% | +35.7% | -12.4% | +7.2% |
| 3Y | +45.2% | +158.2% | -113.0% | -4.6% |
| 5Y | +31.0% | +212.6% | -181.6% | -22.9% |
| 10Y | +168.8% | +1,210.8% | -1,042.0% | -7.8% |
| All | +168.8% | +1,243.8% | -1,075.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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