+553.2%
XLI vs URA
-51.6%
+604.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -1.8% |
| 30D | -3.1% | -19.0% | +15.9% | +2.3% |
| 3M | -11.7% | -25.1% | +13.4% | -5.2% |
| 6M | -7.6% | -44.5% | +36.9% | +6.8% |
| YTD | +5.7% | -24.3% | +30.0% | +10.7% |
| 1Y | +7.8% | -28.1% | +35.9% | +14.2% |
| 3Y | +67.4% | +40.7% | +26.7% | +39.8% |
| 5Y | +64.8% | +35.5% | +29.3% | +33.5% |
| 10Y | +241.2% | +281.2% | -40.0% | +80.0% |
| All | +553.2% | -51.6% | +604.8% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling