+141.4%
XME vs URA
-31.1%
+172.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -0.1% | +1.1% | -1.2% | -0.8% |
| 30D | +6.0% | +7.4% | -1.4% | +1.7% |
| 3M | -7.7% | -8.4% | +0.7% | -3.4% |
| 6M | +1.0% | -12.7% | +13.7% | +7.9% |
| YTD | +14.6% | +7.8% | +6.8% | +8.3% |
| 1Y | +46.0% | +19.5% | +26.5% | +28.5% |
| 3Y | +127.0% | +116.4% | +10.6% | +34.5% |
| 5Y | +175.8% | +134.3% | +41.5% | +46.5% |
| 10Y | +414.6% | +359.3% | +55.4% | +67.5% |
| All | +141.4% | -31.1% | +172.5% | +92.1% |
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