+140.6%
EXE vs URI
+292.0%
-151.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -6.6% | -9.8% | +3.2% | -4.5% |
| 30D | -4.0% | +1.7% | -5.7% | -4.5% |
| 3M | -7.5% | -9.1% | +1.6% | -5.9% |
| 6M | -11.7% | +9.9% | -21.5% | -14.4% |
| YTD | -22.0% | +31.2% | -53.2% | -28.8% |
| 1Y | -21.8% | +25.9% | -47.7% | -27.9% |
| 3Y | +8.0% | +147.4% | -139.4% | -22.0% |
| 5Y | +62.3% | +179.7% | -117.5% | +5.5% |
| All | +140.6% | +292.0% | -151.4% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling