+21.2%
EXE vs URA
+35.4%
-14.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +5.3% | -1.5% | +6.9% | +5.4% |
| 30D | -2.2% | -10.4% | +8.2% | -1.3% |
| 3M | -5.9% | -29.6% | +23.8% | -3.0% |
| 6M | -5.7% | -40.3% | +34.6% | -1.2% |
| YTD | -17.8% | -25.5% | +7.7% | -18.0% |
| 1Y | -23.1% | -26.4% | +3.3% | -23.3% |
| 3Y | +21.2% | +31.4% | -10.3% | -0.2% |
| All | +21.2% | +35.4% | -14.2% | -0.2% |
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