+1,117.4%
XLI vs URI
+4,270.9%
-3,153.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | -5.9% | -12.9% | +7.0% | -2.7% |
| 3M | -0.3% | -6.7% | +6.5% | +1.2% |
| 6M | +0.1% | +19.0% | -18.9% | -5.2% |
| YTD | +13.6% | +25.5% | -11.9% | +5.5% |
| 1Y | +17.2% | +5.5% | +11.6% | +13.5% |
| 3Y | +68.2% | +111.3% | -43.1% | +34.1% |
| 5Y | +80.7% | +198.6% | -117.8% | +29.7% |
| 10Y | +253.3% | +1,179.9% | -926.7% | +70.4% |
| All | +1,117.4% | +4,270.9% | -3,153.5% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling