+80.1%
XLF vs URA
+41.9%
+38.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +6.5% | -14.8% | +21.3% | +8.2% |
| 3M | +1.2% | -25.3% | +26.5% | +4.0% |
| 6M | +14.6% | -39.9% | +54.5% | +20.2% |
| YTD | +7.7% | -22.4% | +30.1% | +8.6% |
| 1Y | +11.8% | -29.0% | +40.8% | +13.8% |
| 3Y | +80.1% | +41.0% | +39.1% | +61.0% |
| All | +80.1% | +41.9% | +38.2% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling