+82.8%
XLI vs URA
+131.0%
-48.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | +1.0% | +8.1% | -7.1% | -0.6% |
| 30D | -5.8% | +5.8% | -11.6% | -7.0% |
| 3M | +0.7% | +3.4% | -2.7% | -0.4% |
| 6M | +3.2% | -2.6% | +5.8% | +2.7% |
| YTD | +13.0% | +11.2% | +1.9% | +8.9% |
| 1Y | +16.8% | +19.8% | -3.0% | +9.7% |
| 3Y | +72.4% | +121.5% | -49.0% | +37.8% |
| 5Y | +82.8% | +134.5% | -51.7% | +39.9% |
| All | +82.8% | +131.0% | -48.2% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling