+65.5%
XLF vs URI
+206.8%
-141.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.2% | +2.5% | -2.4% | -0.5% |
| 30D | -0.5% | -12.5% | +12.0% | +3.0% |
| 3M | +10.6% | -6.2% | +16.8% | +11.9% |
| 6M | +14.3% | +25.9% | -11.6% | +4.8% |
| YTD | +5.5% | +26.2% | -20.7% | -4.2% |
| 1Y | +9.6% | +5.5% | +4.1% | +5.1% |
| 3Y | +75.2% | +125.0% | -49.8% | +23.4% |
| 5Y | +65.5% | +210.4% | -144.9% | -2.9% |
| All | +65.5% | +206.8% | -141.3% | -2.9% |
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