+277.9%
XME vs URA
+289.1%
-11.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -9.2% | -14.8% | +5.6% | -1.0% |
| 3M | -17.8% | -25.3% | +7.5% | -4.0% |
| 6M | -20.0% | -39.9% | +19.9% | +4.5% |
| YTD | -6.6% | -22.4% | +15.8% | +5.7% |
| 1Y | +1.8% | -29.0% | +30.7% | +20.2% |
| 3Y | +98.7% | +41.0% | +57.8% | +53.5% |
| 5Y | +123.9% | +38.3% | +85.6% | +67.3% |
| 10Y | +277.9% | +276.1% | +1.8% | +56.7% |
| All | +277.9% | +289.1% | -11.2% | +56.7% |
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