+144.5%
EXE vs URI
+319.0%
-174.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.3% | +0.1% |
| 7D | -3.9% | -4.0% | +0.1% | -3.1% |
| 30D | -2.6% | +6.8% | -9.4% | -4.1% |
| 3M | -6.9% | -2.8% | -4.0% | -6.6% |
| 6M | -9.3% | +20.9% | -30.2% | -14.0% |
| YTD | -20.7% | +40.2% | -61.0% | -28.7% |
| 1Y | -21.8% | +34.1% | -55.9% | -28.9% |
| 3Y | +16.2% | +164.1% | -147.9% | -17.3% |
| 5Y | +61.1% | +199.3% | -138.2% | +3.2% |
| All | +144.5% | +319.0% | -174.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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