+101.4%
XLP vs URI
+1,179.9%
-1,078.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -0.9% | -12.9% | +12.1% | +0.8% |
| 3M | +3.8% | -6.7% | +10.5% | +4.4% |
| 6M | -1.7% | +19.0% | -20.7% | -4.6% |
| YTD | +10.3% | +25.5% | -15.3% | +5.9% |
| 1Y | +7.8% | +5.5% | +2.3% | +5.8% |
| 3Y | +27.2% | +111.3% | -84.1% | +11.0% |
| 5Y | +32.5% | +198.6% | -166.0% | +7.6% |
| All | +101.4% | +1,179.9% | -1,078.6% | +33.2% |
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