+141.4%
XLC vs URA
+353.0%
-211.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.2% |
| 7D | +0.6% | +8.1% | -7.5% | -1.3% |
| 30D | +0.2% | +5.8% | -5.5% | -1.3% |
| 3M | +0.6% | +3.4% | -2.8% | -0.8% |
| 6M | -4.5% | -2.6% | -1.9% | -5.4% |
| YTD | -4.7% | +11.2% | -15.9% | -10.1% |
| 1Y | -1.7% | +19.8% | -21.5% | -10.5% |
| 3Y | +72.3% | +121.5% | -49.2% | +24.6% |
| 5Y | +37.8% | +134.5% | -96.7% | -8.0% |
| All | +141.4% | +353.0% | -211.7% | +3.1% |
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