+8.0%
EXE vs URI
+138.8%
-130.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -6.6% | -9.8% | +3.2% | -5.5% |
| 30D | -4.0% | +1.7% | -5.7% | -4.2% |
| 3M | -7.5% | -9.1% | +1.6% | -6.6% |
| 6M | -11.7% | +9.9% | -21.5% | -13.2% |
| YTD | -22.0% | +31.2% | -53.2% | -26.1% |
| 1Y | -21.8% | +25.9% | -47.7% | -25.4% |
| 3Y | +8.0% | +147.4% | -139.4% | -11.4% |
| All | +8.0% | +138.8% | -130.7% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling