+514.0%
XLF vs URA
-51.6%
+565.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | +1.2% | +4.5% | -3.2% | 0.0% |
| 30D | +6.2% | -13.4% | +19.6% | +9.9% |
| 3M | +0.9% | -28.4% | +29.3% | +9.2% |
| 6M | +13.6% | -40.5% | +54.1% | +28.1% |
| YTD | +7.6% | -24.3% | +31.8% | +11.2% |
| 1Y | +10.2% | -28.8% | +39.0% | +15.5% |
| 3Y | +79.8% | +37.6% | +42.2% | +46.8% |
| 5Y | +58.0% | +30.7% | +27.3% | +25.7% |
| 10Y | +222.8% | +266.8% | -44.0% | +61.9% |
| All | +514.0% | -51.6% | +565.6% | +435.1% |
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