+35.8%
XLC vs URA
+33.4%
+2.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.4% |
| 7D | +4.9% | -4.1% | +9.0% | +5.7% |
| 30D | -5.8% | -19.0% | +13.2% | -2.0% |
| 3M | -5.4% | -25.1% | +19.7% | -0.5% |
| 6M | -10.2% | -44.5% | +34.3% | 0.0% |
| YTD | -10.2% | -24.3% | +14.1% | -8.1% |
| 1Y | -5.6% | -28.1% | +22.5% | -2.6% |
| 3Y | +61.0% | +40.7% | +20.3% | +31.8% |
| All | +35.8% | +33.4% | +2.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling