+14.6%
XYL vs URA
+117.9%
-103.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | -13.2% | +7.4% | -20.6% | -14.2% |
| 3M | -3.7% | -8.4% | +4.7% | -2.7% |
| 6M | -17.7% | -12.7% | -5.0% | -16.5% |
| YTD | -21.5% | +7.8% | -29.3% | -23.5% |
| 1Y | -24.5% | +19.5% | -43.9% | -28.3% |
| All | +14.6% | +117.9% | -103.3% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling