+168.8%
XLB vs URI
+1,246.1%
-1,077.4%
-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% | +2.6% | -4.2% | -2.6% |
| 30D | +7.2% | +9.1% | -1.8% | +3.8% |
| 3M | 0.0% | +1.0% | -0.9% | -0.9% |
| 6M | +2.3% | +23.3% | -21.0% | -6.0% |
| YTD | +18.4% | +43.3% | -24.9% | +1.0% |
| 1Y | +23.3% | +35.9% | -12.6% | +7.1% |
| 3Y | +45.2% | +158.6% | -113.5% | -4.7% |
| 5Y | +31.0% | +213.1% | -182.2% | -22.9% |
| 10Y | +168.8% | +1,213.1% | -1,044.3% | -7.9% |
| All | +168.8% | +1,246.1% | -1,077.4% | -7.9% |
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