+34.9%
XLV vs URI
+196.6%
-161.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -1.4% | -13.4% | +12.0% | +0.5% |
| 3M | +8.9% | -6.2% | +15.1% | +9.4% |
| 6M | +9.1% | +28.0% | -18.9% | +4.3% |
| YTD | +7.9% | +23.0% | -15.0% | +3.4% |
| 1Y | +22.7% | +5.5% | +17.2% | +20.2% |
| 3Y | +31.9% | +119.2% | -87.3% | +11.5% |
| 5Y | +34.9% | +201.0% | -166.2% | +2.6% |
| All | +34.9% | +196.6% | -161.7% | +2.6% |
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