+139.5%
XLP vs URI
+1,173.3%
-1,033.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.5% | +6.7% | -4.2% | +1.7% |
| 30D | +7.3% | +8.9% | -1.6% | +6.0% |
| 3M | +8.1% | +0.5% | +7.6% | +7.7% |
| 6M | +10.5% | +20.7% | -10.2% | +7.2% |
| YTD | +21.2% | +40.0% | -18.9% | +14.5% |
| 1Y | +22.7% | +34.4% | -11.7% | +16.5% |
| 3Y | +44.8% | +149.5% | -104.7% | +23.0% |
| 5Y | +44.7% | +205.6% | -160.8% | +16.5% |
| All | +139.5% | +1,173.3% | -1,033.8% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling