+127.5%
XLP vs URI
+1,357.5%
-1,230.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.4% | +0.1% |
| 7D | +3.5% | -12.9% | +16.4% | +5.2% |
| 30D | +11.6% | -3.4% | +15.0% | +11.9% |
| 3M | +7.6% | -10.0% | +17.7% | +8.8% |
| 6M | +10.0% | +12.2% | -2.2% | +7.8% |
| YTD | +19.7% | +29.8% | -10.0% | +14.4% |
| 1Y | +23.5% | +24.6% | -1.1% | +18.5% |
| 3Y | +44.0% | +137.6% | -93.6% | +23.6% |
| 5Y | +42.7% | +176.6% | -133.9% | +17.2% |
| All | +127.5% | +1,357.5% | -1,230.0% | +57.1% |
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