+215.1%
XLF vs URA
+272.2%
-57.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.1% |
| 7D | +1.2% | +4.5% | -3.2% | +0.1% |
| 30D | +6.2% | -13.4% | +19.6% | +9.4% |
| 3M | +0.9% | -28.4% | +29.3% | +8.1% |
| 6M | +13.6% | -40.5% | +54.1% | +26.3% |
| YTD | +7.6% | -24.3% | +31.8% | +10.6% |
| 1Y | +10.2% | -28.8% | +39.0% | +14.7% |
| 3Y | +79.8% | +37.6% | +42.2% | +48.3% |
| 5Y | +58.0% | +30.7% | +27.3% | +27.3% |
| All | +215.1% | +272.2% | -57.1% | +53.7% |
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