+135.8%
XLC vs URI
+645.1%
-509.3%
-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% | +2.6% | +0.9% | +2.7% |
| 30D | -2.6% | +9.1% | -11.6% | -4.9% |
| 3M | -2.1% | +1.0% | -3.1% | -2.9% |
| 6M | -5.5% | +23.3% | -28.8% | -11.6% |
| YTD | -6.9% | +43.3% | -50.2% | -17.9% |
| 1Y | -3.7% | +35.9% | -39.7% | -13.9% |
| 3Y | +64.2% | +158.6% | -94.5% | +17.6% |
| 5Y | +43.0% | +213.1% | -170.1% | -6.5% |
| All | +135.8% | +645.1% | -509.3% | +2.7% |
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