+67.8%
XLI vs URA
+41.0%
+26.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.7% |
| 7D | -2.8% | -4.1% | +1.3% | -2.1% |
| 30D | -3.1% | -19.0% | +15.9% | +0.6% |
| 3M | -11.7% | -25.1% | +13.4% | -7.3% |
| 6M | -7.6% | -44.5% | +36.9% | +2.0% |
| YTD | +5.7% | -24.3% | +30.0% | +9.4% |
| 1Y | +7.8% | -28.1% | +35.9% | +12.4% |
| All | +67.8% | +41.0% | +26.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling