+367.0%
EXEL vs URA
+371.9%
-5.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.9% |
| 7D | +1.4% | +8.1% | -6.7% | -0.4% |
| 30D | +6.7% | +5.8% | +0.9% | +5.2% |
| 3M | +11.5% | +3.4% | +8.0% | +10.0% |
| 6M | +38.8% | -2.6% | +41.4% | +37.6% |
| YTD | +31.6% | +11.2% | +20.4% | +25.2% |
| 1Y | +53.0% | +19.8% | +33.2% | +41.3% |
| 3Y | +160.8% | +121.5% | +39.4% | +95.9% |
| 5Y | +190.1% | +134.5% | +55.6% | +100.5% |
| 10Y | +367.0% | +376.7% | -9.7% | +148.0% |
| All | +367.0% | +371.9% | -5.0% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling