+28.3%
XLB vs URI
+209.3%
-181.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | 0.0% | +9.3% | -9.3% | -2.7% |
| 30D | +5.3% | +7.6% | -2.3% | +2.7% |
| 3M | 0.0% | +1.0% | -1.0% | -0.8% |
| 6M | +1.2% | +19.8% | -18.6% | -5.3% |
| YTD | +16.9% | +41.9% | -25.0% | +1.6% |
| 1Y | +20.9% | +33.4% | -12.5% | +7.3% |
| 3Y | +43.3% | +156.0% | -112.7% | -5.0% |
| 5Y | +28.3% | +209.5% | -181.2% | -25.9% |
| All | +28.3% | +209.3% | -181.0% | -25.9% |
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 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