+54.8%
XLF vs URI
+166.6%
-111.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +1.2% | -9.8% | +10.9% | +3.8% |
| 30D | +6.3% | +1.7% | +4.6% | +5.6% |
| 3M | -0.8% | -9.1% | +8.3% | +1.3% |
| 6M | +11.0% | +9.9% | +1.2% | +6.8% |
| YTD | +5.6% | +31.2% | -25.6% | -5.4% |
| 1Y | +10.8% | +25.9% | -15.2% | +0.5% |
| 3Y | +77.8% | +147.4% | -69.6% | +21.1% |
| All | +54.8% | +166.6% | -111.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling