+135.9%
XLU vs URA
+346.2%
-210.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -1.6% | -5.5% | +3.9% | -0.9% |
| 30D | -3.3% | -3.7% | +0.4% | -3.0% |
| 3M | -3.2% | -2.9% | -0.3% | -3.1% |
| 6M | -7.0% | -15.2% | +8.3% | -5.8% |
| YTD | +0.6% | +1.9% | -1.2% | -1.1% |
| 1Y | +2.4% | +6.9% | -4.5% | -0.6% |
| 3Y | +46.3% | +99.6% | -53.4% | +27.0% |
| 5Y | +44.0% | +101.2% | -57.2% | +21.5% |
| All | +135.9% | +346.2% | -210.3% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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