+40.4%
XLB vs URI
+138.8%
-98.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.5% | -9.8% | +8.3% | +0.7% |
| 30D | +6.1% | +1.7% | +4.3% | +5.5% |
| 3M | 0.0% | -9.1% | +9.1% | +1.9% |
| 6M | 0.0% | +9.9% | -9.9% | -2.9% |
| YTD | +16.0% | +31.2% | -15.2% | +6.3% |
| 1Y | +24.7% | +25.9% | -1.2% | +15.5% |
| 3Y | +40.4% | +147.4% | -107.0% | +6.7% |
| All | +40.4% | +138.8% | -98.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling