+82.8%
XLI vs URI
+206.8%
-124.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | -5.8% | -12.5% | +6.7% | -1.8% |
| 3M | +0.7% | -6.2% | +6.9% | +2.4% |
| 6M | +3.2% | +25.9% | -22.7% | -5.6% |
| YTD | +13.0% | +26.2% | -13.2% | +2.3% |
| 1Y | +16.8% | +5.5% | +11.3% | +12.2% |
| 3Y | +72.4% | +125.0% | -52.6% | +21.5% |
| 5Y | +82.8% | +210.4% | -127.7% | +7.8% |
| All | +82.8% | +206.8% | -124.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling