+425.8%
XLF vs URI
+4,682.4%
-4,256.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +1.9% | -6.0% | +7.9% | +3.5% |
| 30D | +6.5% | +4.6% | +1.9% | +4.9% |
| 3M | +1.2% | -2.7% | +3.9% | +1.4% |
| 6M | +14.6% | +18.4% | -3.8% | +7.7% |
| YTD | +7.7% | +37.4% | -29.6% | -4.8% |
| 1Y | +11.8% | +30.4% | -18.6% | +0.3% |
| 3Y | +80.1% | +147.9% | -67.8% | +29.8% |
| 5Y | +59.0% | +202.1% | -143.1% | +5.6% |
| 10Y | +224.2% | +1,182.4% | -958.3% | +33.3% |
| All | +425.8% | +4,682.4% | -4,256.6% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling