+1,075.2%
XLI vs URI
+4,682.4%
-3,607.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -1.5% | -6.0% | +4.5% | 0.0% |
| 30D | -0.3% | +4.6% | -4.9% | -1.5% |
| 3M | -8.4% | -2.7% | -5.7% | -8.0% |
| 6M | -2.1% | +18.4% | -20.4% | -6.7% |
| YTD | +9.6% | +37.4% | -27.7% | -0.6% |
| 1Y | +10.7% | +30.4% | -19.7% | +1.6% |
| 3Y | +71.6% | +147.9% | -76.3% | +31.4% |
| 5Y | +70.8% | +202.1% | -131.3% | +22.1% |
| 10Y | +228.0% | +1,182.4% | -954.5% | +58.1% |
| All | +1,075.2% | +4,682.4% | -3,607.3% | +177.8% |
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 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