+133.6%
XLC vs URA
+208.6%
-75.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.1% |
| 7D | +3.1% | +4.5% | -1.4% | +2.0% |
| 30D | -4.2% | -13.4% | +9.2% | -1.1% |
| 3M | -2.1% | -28.4% | +26.3% | +5.2% |
| 6M | -6.6% | -40.5% | +33.8% | +4.3% |
| YTD | -7.8% | -24.3% | +16.5% | -5.1% |
| 1Y | -4.1% | -28.8% | +24.7% | 0.0% |
| 3Y | +62.6% | +37.6% | +25.0% | +32.6% |
| 5Y | +39.6% | +30.7% | +8.9% | +11.0% |
| All | +133.6% | +208.6% | -75.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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