+124.6%
XLP vs URI
+1,374.0%
-1,249.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +0.7% | -9.8% | +10.5% | +1.9% |
| 30D | +10.3% | +1.7% | +8.5% | +9.9% |
| 3M | +6.5% | -9.1% | +15.6% | +7.5% |
| 6M | +8.4% | +9.9% | -1.5% | +6.5% |
| YTD | +18.2% | +31.2% | -13.0% | +12.8% |
| 1Y | +22.4% | +25.9% | -3.5% | +17.4% |
| 3Y | +41.9% | +147.4% | -105.5% | +21.1% |
| 5Y | +40.9% | +179.7% | -138.9% | +15.5% |
| All | +124.6% | +1,374.0% | -1,249.4% | +54.9% |
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