+8.6%
XLF vs URI
+7.5%
+1.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -1.0% | +5.0% | -6.0% | -1.4% |
| 30D | -1.3% | -9.4% | +8.1% | -0.7% |
| 3M | +9.1% | -5.8% | +15.0% | +9.4% |
| 6M | +14.4% | +25.8% | -11.5% | +11.4% |
| YTD | +5.1% | +27.9% | -22.8% | +1.1% |
| 1Y | +8.6% | +9.7% | -1.1% | +6.7% |
| All | +8.6% | +7.5% | +1.2% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling