-14.3%
XYL vs URA
+131.0%
-145.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +2.3% |
| 7D | +1.8% | +8.1% | -6.3% | +0.3% |
| 30D | -9.2% | +5.8% | -15.0% | -10.3% |
| 3M | -0.3% | +3.4% | -3.7% | -1.3% |
| 6M | -11.0% | -2.6% | -8.3% | -11.3% |
| YTD | -19.2% | +11.2% | -30.4% | -22.5% |
| 1Y | -21.2% | +19.8% | -41.0% | -26.5% |
| 3Y | +18.6% | +121.5% | -102.9% | -8.0% |
| 5Y | -14.3% | +134.5% | -148.8% | -37.3% |
| All | -14.3% | +131.0% | -145.3% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling