+151.4%
EXE vs URA
+124.7%
+26.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | +3.6% | +4.5% | -0.9% | +2.3% |
| 30D | -4.3% | -13.4% | +9.1% | -1.2% |
| 3M | -7.7% | -28.4% | +20.7% | -0.5% |
| 6M | -7.2% | -40.5% | +33.2% | +4.0% |
| YTD | -18.5% | -24.3% | +5.8% | -17.3% |
| 1Y | -24.4% | -28.8% | +4.5% | -22.0% |
| 3Y | +21.6% | +37.6% | -16.0% | -7.7% |
| 5Y | +77.3% | +30.7% | +46.7% | +29.5% |
| All | +151.4% | +124.7% | +26.7% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling