+136.6%
XLU vs URI
+1,233.8%
-1,097.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -2.5% | -13.4% | +10.8% | -0.8% |
| 3M | -2.7% | -6.2% | +3.5% | -2.2% |
| 6M | -7.5% | +28.0% | -35.4% | -11.0% |
| YTD | +0.9% | +23.0% | -22.0% | -2.7% |
| 1Y | +3.3% | +5.5% | -2.2% | +1.4% |
| 3Y | +47.3% | +119.2% | -71.9% | +28.8% |
| 5Y | +44.4% | +201.0% | -156.6% | +18.7% |
| All | +136.6% | +1,233.8% | -1,097.2% | +67.9% |
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