+150.2%
XYL vs URA
+369.2%
-219.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | +0.8% | +5.7% | -4.9% | -0.5% |
| 30D | -10.8% | +5.6% | -16.4% | -12.1% |
| 3M | -2.5% | +6.2% | -8.8% | -4.6% |
| 6M | -12.2% | -8.2% | -3.9% | -11.5% |
| YTD | -20.1% | +9.7% | -29.7% | -24.0% |
| 1Y | -20.6% | +17.0% | -37.6% | -26.9% |
| 3Y | +17.3% | +118.5% | -101.1% | -13.6% |
| 5Y | -14.5% | +134.3% | -148.8% | -41.8% |
| 10Y | +150.2% | +377.5% | -227.3% | +13.1% |
| All | +150.2% | +369.2% | -219.0% | +13.1% |
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 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