+135.8%
XLC vs URI
+643.8%
-508.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +2.7% |
| 30D | -2.6% | +8.9% | -11.4% | -4.9% |
| 3M | -2.1% | +0.8% | -2.9% | -2.8% |
| 6M | -5.5% | +23.1% | -28.6% | -11.6% |
| YTD | -6.9% | +43.1% | -50.0% | -17.9% |
| 1Y | -3.7% | +35.7% | -39.4% | -13.9% |
| 3Y | +64.2% | +158.2% | -94.0% | +17.7% |
| 5Y | +43.0% | +212.6% | -169.5% | -6.4% |
| All | +135.8% | +643.8% | -508.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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