+64.4%
XLF vs URA
+132.7%
-68.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.0% | +5.7% | -6.8% | -1.9% |
| 30D | -1.3% | +5.6% | -6.9% | -2.3% |
| 3M | +9.1% | +6.2% | +2.9% | +7.6% |
| 6M | +14.4% | -8.2% | +22.6% | +14.8% |
| YTD | +5.1% | +9.7% | -4.6% | +1.3% |
| 1Y | +8.6% | +17.0% | -8.3% | +2.4% |
| 3Y | +74.4% | +118.5% | -44.0% | +39.3% |
| 5Y | +64.4% | +134.3% | -70.0% | +25.5% |
| All | +64.4% | +132.7% | -68.4% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling