+42.7%
XLP vs URI
+178.2%
-135.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.4% | -0.1% |
| 7D | +3.5% | -12.9% | +16.4% | +4.7% |
| 30D | +11.6% | -3.4% | +15.0% | +11.8% |
| 3M | +7.6% | -10.0% | +17.7% | +8.5% |
| 6M | +10.0% | +12.2% | -2.2% | +8.3% |
| YTD | +19.7% | +29.8% | -10.0% | +15.4% |
| 1Y | +23.5% | +24.6% | -1.1% | +19.5% |
| 3Y | +44.0% | +137.6% | -93.6% | +25.2% |
| 5Y | +42.7% | +176.6% | -133.9% | +20.3% |
| All | +42.7% | +178.2% | -135.5% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling