+36.5%
XLB vs URI
+200.7%
-164.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.8% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | -0.4% | -12.9% | +12.6% | +3.7% |
| 3M | +2.0% | -6.7% | +8.7% | +3.5% |
| 6M | +1.8% | +19.0% | -17.2% | -5.2% |
| YTD | +16.6% | +25.5% | -9.0% | +5.6% |
| 1Y | +16.9% | +5.5% | +11.4% | +12.0% |
| 3Y | +32.6% | +111.3% | -78.8% | -5.8% |
| All | +36.5% | +200.7% | -164.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling