+133.1%
XLC vs URI
+629.2%
-496.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +0.8% |
| 7D | +7.1% | -4.0% | +11.1% | +8.0% |
| 30D | -2.7% | +6.8% | -9.5% | -4.6% |
| 3M | -3.2% | -2.8% | -0.4% | -3.0% |
| 6M | -7.7% | +20.9% | -28.5% | -13.2% |
| YTD | -8.0% | +40.2% | -48.2% | -18.4% |
| 1Y | -3.1% | +34.1% | -37.1% | -13.0% |
| 3Y | +64.9% | +164.1% | -99.2% | +17.3% |
| 5Y | +39.5% | +199.3% | -159.8% | -7.7% |
| All | +133.1% | +629.2% | -496.0% | +2.1% |
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