+33.5%
EXC vs URA
+35.4%
-1.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.3% |
| 30D | +8.6% | -10.4% | +19.0% | +8.2% |
| 3M | +2.4% | -29.6% | +32.0% | +1.3% |
| 6M | +6.5% | -40.3% | +46.7% | +4.9% |
| YTD | +9.0% | -25.5% | +34.5% | +8.1% |
| 1Y | +4.6% | -26.4% | +31.0% | +3.7% |
| 3Y | +33.5% | +31.4% | +2.1% | +35.9% |
| All | +33.5% | +35.4% | -1.9% | +35.9% |
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