+107.0%
XYL vs URA
+289.1%
-182.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -5.7% | -14.8% | +9.1% | -2.6% |
| 3M | -19.8% | -25.3% | +5.5% | -14.6% |
| 6M | -14.2% | -39.9% | +25.7% | -4.3% |
| YTD | -28.1% | -22.4% | -5.7% | -26.1% |
| 1Y | -35.0% | -29.0% | -6.0% | -31.9% |
| 3Y | +2.1% | +41.0% | -38.9% | -16.1% |
| 5Y | -22.1% | +38.3% | -60.4% | -38.2% |
| 10Y | +107.0% | +276.1% | -169.1% | +4.5% |
| All | +107.0% | +289.1% | -182.1% | +4.5% |
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