+195.2%
EXC vs URA
-53.7%
+248.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.3% |
| 7D | +1.4% | -13.3% | +14.6% | +3.2% |
| 30D | +11.6% | -25.9% | +37.5% | +15.8% |
| 3M | +2.7% | -27.8% | +30.4% | +6.7% |
| 6M | +2.7% | -42.8% | +45.5% | +9.5% |
| YTD | +9.7% | -27.5% | +37.2% | +11.8% |
| 1Y | +4.5% | -35.1% | +39.7% | +8.0% |
| 3Y | +28.5% | +31.1% | -2.6% | +14.6% |
| 5Y | +43.9% | +29.8% | +14.2% | +25.0% |
| 10Y | +183.7% | +265.1% | -81.4% | +84.8% |
| All | +195.2% | -53.7% | +248.9% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling