+134.0%
XLC vs URA
+216.2%
-82.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -2.4% | -14.8% | +12.4% | +1.2% |
| 3M | -3.3% | -25.3% | +22.0% | +2.9% |
| 6M | -7.3% | -39.9% | +32.6% | +3.3% |
| YTD | -7.6% | -22.4% | +14.8% | -5.4% |
| 1Y | -3.7% | -29.0% | +25.3% | +0.6% |
| 3Y | +62.9% | +41.0% | +21.9% | +32.2% |
| 5Y | +41.6% | +38.3% | +3.3% | +10.8% |
| All | +134.0% | +216.2% | -82.2% | +8.4% |
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