+217.7%
XLF vs URA
+266.3%
-48.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +7.6% | -10.4% | +18.0% | +10.1% |
| 3M | +1.1% | -29.6% | +30.7% | +8.8% |
| 6M | +15.9% | -40.3% | +56.2% | +28.7% |
| YTD | +8.4% | -25.5% | +33.9% | +11.9% |
| 1Y | +12.5% | -26.4% | +38.9% | +16.1% |
| 3Y | +81.6% | +31.4% | +50.1% | +51.7% |
| 5Y | +59.3% | +28.6% | +30.7% | +28.8% |
| All | +217.7% | +266.3% | -48.6% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling