+3.2%
EXC vs URA
-26.7%
+29.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -1.4% | +2.9% | -4.2% | -1.1% |
| 30D | +8.3% | -10.8% | +19.1% | +7.7% |
| 3M | +2.6% | -25.5% | +28.1% | +1.1% |
| 6M | +5.2% | -41.2% | +46.4% | +2.5% |
| YTD | +7.5% | -21.3% | +28.8% | +6.7% |
| 1Y | +3.2% | -25.7% | +28.9% | +2.0% |
| All | +3.2% | -26.7% | +29.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling