+176.9%
EXC vs URA
-31.1%
+208.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -3.7% | +7.4% | -11.1% | -4.7% |
| 3M | -1.3% | -8.4% | +7.1% | -0.6% |
| 6M | -9.7% | -12.7% | +3.0% | -9.0% |
| YTD | +2.9% | +7.8% | -4.9% | -0.1% |
| 1Y | +4.4% | +19.5% | -15.1% | -1.1% |
| 3Y | +22.2% | +116.4% | -94.2% | +1.6% |
| 5Y | +46.7% | +134.3% | -87.6% | +15.8% |
| 10Y | +155.3% | +359.3% | -203.9% | +62.8% |
| All | +176.9% | -31.1% | +208.0% | +114.7% |
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