+140.6%
EXE vs URA
+124.6%
+16.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.9% |
| 7D | -6.6% | -4.1% | -2.5% | -5.6% |
| 30D | -4.0% | -19.0% | +15.0% | +0.8% |
| 3M | -7.5% | -25.1% | +17.7% | -1.4% |
| 6M | -11.7% | -44.5% | +32.8% | +0.9% |
| YTD | -22.0% | -24.3% | +2.3% | -20.7% |
| 1Y | -21.8% | -28.1% | +6.3% | -19.6% |
| 3Y | +8.0% | +40.7% | -32.7% | -18.7% |
| 5Y | +62.3% | +35.5% | +26.8% | +17.3% |
| All | +140.6% | +124.6% | +16.1% | +43.8% |
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