+510.7%
XLF vs URA
-31.1%
+541.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +0.2% | +7.4% | -7.2% | -2.0% |
| 3M | +11.7% | -8.4% | +20.1% | +13.3% |
| 6M | +13.8% | -12.7% | +26.5% | +15.8% |
| YTD | +7.0% | +7.8% | -0.8% | +1.5% |
| 1Y | +9.1% | +19.5% | -10.3% | -1.1% |
| 3Y | +75.6% | +116.4% | -40.8% | +26.9% |
| 5Y | +66.4% | +134.3% | -67.9% | +10.4% |
| 10Y | +250.3% | +359.3% | -109.0% | +68.1% |
| All | +510.7% | -31.1% | +541.8% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling