+86.9%
XME vs URA
+36.0%
+50.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +1.1% |
| 7D | -4.5% | -4.1% | -0.3% | -2.3% |
| 30D | -10.9% | -19.0% | +8.1% | -0.7% |
| 3M | -15.3% | -25.1% | +9.9% | -1.9% |
| 6M | -24.6% | -44.5% | +19.9% | +0.7% |
| YTD | -9.6% | -24.3% | +14.7% | +4.0% |
| 1Y | +2.9% | -28.1% | +31.0% | +20.9% |
| 3Y | +86.9% | +40.7% | +46.2% | +62.2% |
| All | +86.9% | +36.0% | +50.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling