+169.4%
XLV vs URA
+346.2%
-176.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -3.6% | -5.5% | +1.9% | -2.9% |
| 30D | -1.8% | -3.7% | +1.9% | -1.5% |
| 3M | +7.8% | -2.9% | +10.7% | +7.8% |
| 6M | +9.1% | -15.2% | +24.4% | +10.5% |
| YTD | +7.7% | +1.9% | +5.9% | +5.6% |
| 1Y | +20.4% | +6.9% | +13.5% | +16.1% |
| 3Y | +30.8% | +99.6% | -68.8% | +10.2% |
| 5Y | +34.6% | +101.2% | -66.5% | +9.5% |
| All | +169.4% | +346.2% | -176.8% | +60.0% |
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