+42.0%
XLP vs URA
+33.4%
+8.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.4% |
| 7D | +0.7% | -4.1% | +4.9% | +0.9% |
| 30D | +10.3% | -19.0% | +29.3% | +11.0% |
| 3M | +6.5% | -25.1% | +31.7% | +7.5% |
| 6M | +8.4% | -44.5% | +52.9% | +10.9% |
| YTD | +18.2% | -24.3% | +42.5% | +18.3% |
| 1Y | +22.4% | -28.1% | +50.5% | +22.8% |
| 3Y | +41.9% | +40.7% | +1.2% | +31.7% |
| All | +42.0% | +33.4% | +8.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling