+99.4%
XYL vs URA
+266.3%
-166.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | -8.3% | -10.4% | +2.1% | -6.4% |
| 3M | -21.4% | -29.6% | +8.2% | -15.2% |
| 6M | -12.9% | -40.3% | +27.3% | -2.8% |
| YTD | -30.1% | -25.5% | -4.6% | -27.5% |
| 1Y | -35.2% | -26.4% | -8.7% | -32.8% |
| 3Y | -0.8% | +31.4% | -32.2% | -16.9% |
| 5Y | -23.2% | +28.6% | -51.8% | -37.9% |
| All | +99.4% | +266.3% | -166.9% | -0.9% |
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 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