+251.6%
XLF vs URI
+1,196.9%
-945.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.9% |
| 7D | -1.0% | +5.0% | -6.0% | -2.7% |
| 30D | -1.3% | -9.4% | +8.1% | +1.9% |
| 3M | +9.1% | -5.8% | +15.0% | +10.5% |
| 6M | +14.4% | +25.8% | -11.5% | +2.9% |
| YTD | +5.1% | +27.9% | -22.8% | -6.9% |
| 1Y | +8.6% | +9.7% | -1.1% | +1.4% |
| 3Y | +74.4% | +128.0% | -53.5% | +18.2% |
| 5Y | +64.4% | +212.4% | -148.0% | -5.3% |
| 10Y | +251.6% | +1,271.8% | -1,020.2% | +11.3% |
| All | +251.6% | +1,196.9% | -945.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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