+96.7%
XME vs URA
-50.4%
+147.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -17.8% | -25.3% | +7.5% | -3.4% |
| 6M | -20.0% | -39.9% | +19.9% | +5.7% |
| YTD | -6.6% | -22.4% | +15.8% | +5.9% |
| 1Y | +1.8% | -29.0% | +30.7% | +20.7% |
| 3Y | +98.7% | +41.0% | +57.8% | +50.6% |
| 5Y | +123.9% | +38.3% | +85.6% | +63.9% |
| 10Y | +277.9% | +276.1% | +1.8% | +36.5% |
| All | +96.7% | -50.4% | +147.1% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling