+31.0%
XLV vs URI
+116.5%
-85.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | -1.4% | -13.4% | +12.0% | 0.0% |
| 3M | +8.9% | -6.2% | +15.1% | +9.3% |
| 6M | +9.1% | +28.0% | -18.9% | +5.3% |
| YTD | +7.9% | +23.0% | -15.0% | +4.3% |
| 1Y | +22.7% | +5.5% | +17.2% | +20.7% |
| All | +31.0% | +116.5% | -85.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling