+39.6%
XLC vs URI
+209.3%
-169.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +3.1% | +9.3% | -6.2% | +1.1% |
| 30D | -4.2% | +7.6% | -11.8% | -6.0% |
| 3M | -2.1% | +1.0% | -3.2% | -2.8% |
| 6M | -6.6% | +19.8% | -26.5% | -11.5% |
| YTD | -7.8% | +41.9% | -49.7% | -17.8% |
| 1Y | -4.1% | +33.4% | -37.5% | -13.1% |
| 3Y | +62.6% | +156.0% | -93.4% | +14.3% |
| 5Y | +39.6% | +209.5% | -169.9% | -13.6% |
| All | +39.6% | +209.3% | -169.7% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling