+40.7%
XLC vs URA
+25.6%
+15.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +3.7% | -1.5% | +5.3% | +4.0% |
| 30D | -1.9% | -10.4% | +8.5% | 0.0% |
| 3M | -3.1% | -29.6% | +26.5% | +3.2% |
| 6M | -6.4% | -40.3% | +33.9% | +2.6% |
| YTD | -6.8% | -25.5% | +18.7% | -4.5% |
| 1Y | -1.7% | -26.4% | +24.7% | +0.8% |
| 3Y | +64.7% | +31.4% | +33.2% | +37.2% |
| All | +40.7% | +25.6% | +15.1% | +9.0% |
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