+43.8%
EXC vs URA
+33.4%
+10.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.1% |
| 7D | -1.2% | -4.1% | +3.0% | -1.0% |
| 30D | +10.0% | -19.0% | +29.0% | +10.8% |
| 3M | +1.6% | -25.1% | +26.8% | +2.7% |
| 6M | +3.3% | -44.5% | +47.7% | +5.8% |
| YTD | +7.6% | -24.3% | +31.9% | +7.6% |
| 1Y | +3.5% | -28.1% | +31.6% | +3.7% |
| 3Y | +27.7% | +40.7% | -13.0% | +17.2% |
| All | +43.8% | +33.4% | +10.4% | +31.5% |
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