+77.6%
XLF vs URI
+125.3%
-47.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +0.2% | -12.9% | +13.1% | +2.8% |
| 3M | +11.7% | -6.7% | +18.4% | +12.7% |
| 6M | +13.8% | +19.0% | -5.2% | +8.3% |
| YTD | +7.0% | +25.5% | -18.5% | -0.3% |
| 1Y | +9.1% | +5.5% | +3.6% | +6.2% |
| All | +77.6% | +125.3% | -47.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling