+152.1%
EXE vs URA
+133.6%
+18.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +1.5% | +2.9% | -1.4% | +0.7% |
| 30D | -0.2% | -10.8% | +10.6% | +2.3% |
| 3M | -9.2% | -25.5% | +16.3% | -3.1% |
| 6M | -7.2% | -41.2% | +34.0% | +4.4% |
| YTD | -18.3% | -21.3% | +3.0% | -17.8% |
| 1Y | -23.6% | -25.7% | +2.1% | -22.1% |
| 3Y | +21.9% | +43.1% | -21.1% | -8.3% |
| 5Y | +73.7% | +35.6% | +38.1% | +25.7% |
| All | +152.1% | +133.6% | +18.5% | +49.1% |
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 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