+124.6%
XLP vs URA
+278.3%
-153.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.6% |
| 7D | +0.7% | -4.1% | +4.9% | +1.0% |
| 30D | +10.3% | -19.0% | +29.3% | +12.0% |
| 3M | +6.5% | -25.1% | +31.7% | +8.8% |
| 6M | +8.4% | -44.5% | +52.9% | +13.4% |
| YTD | +18.2% | -24.3% | +42.5% | +19.1% |
| 1Y | +22.4% | -28.1% | +50.5% | +23.8% |
| 3Y | +41.9% | +40.7% | +1.2% | +29.1% |
| 5Y | +40.9% | +35.5% | +5.4% | +26.2% |
| All | +124.6% | +278.3% | -153.7% | +51.8% |
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