+227.4%
XLI vs URA
+272.4%
-45.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -0.3% | -14.8% | +14.5% | +3.5% |
| 3M | -8.4% | -25.3% | +17.0% | -2.1% |
| 6M | -2.1% | -39.9% | +37.8% | +9.8% |
| YTD | +9.6% | -22.4% | +32.1% | +13.7% |
| 1Y | +10.7% | -29.0% | +39.6% | +17.1% |
| 3Y | +71.6% | +41.0% | +30.6% | +44.3% |
| 5Y | +70.8% | +38.3% | +32.4% | +38.9% |
| All | +227.4% | +272.4% | -45.1% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling