+101.4%
XLP vs URA
+359.3%
-257.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -0.9% | +7.4% | -8.3% | -1.6% |
| 3M | +3.8% | -8.4% | +12.2% | +4.3% |
| 6M | -1.7% | -12.7% | +11.0% | -1.1% |
| YTD | +10.3% | +7.8% | +2.5% | +8.1% |
| 1Y | +7.8% | +19.5% | -11.7% | +3.8% |
| 3Y | +27.2% | +116.4% | -89.2% | +11.2% |
| 5Y | +32.5% | +134.3% | -101.8% | +11.0% |
| All | +101.4% | +359.3% | -257.9% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling