+167.7%
XLB vs URI
+1,313.6%
-1,145.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | -0.4% |
| 7D | -1.4% | -4.0% | +2.7% | -0.2% |
| 30D | +7.1% | +6.8% | +0.3% | +4.4% |
| 3M | +0.6% | -2.8% | +3.4% | +1.0% |
| 6M | +3.5% | +20.9% | -17.4% | -4.3% |
| YTD | +18.2% | +40.2% | -22.0% | +1.6% |
| 1Y | +25.6% | +34.1% | -8.5% | +9.6% |
| 3Y | +46.7% | +164.1% | -117.5% | -4.5% |
| 5Y | +30.9% | +199.3% | -168.4% | -21.7% |
| 10Y | +167.7% | +1,218.8% | -1,051.1% | -6.9% |
| All | +167.7% | +1,313.6% | -1,145.9% | -6.9% |
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