+311.7%
EXEL vs URA
+266.3%
+45.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +13.1% | -10.4% | +23.5% | +15.6% |
| 3M | +36.3% | -29.6% | +66.0% | +46.2% |
| 6M | +34.5% | -40.3% | +74.8% | +48.4% |
| YTD | +57.4% | -25.5% | +82.9% | +62.6% |
| 1Y | +62.9% | -26.4% | +89.4% | +68.4% |
| 3Y | +229.5% | +31.4% | +198.1% | +179.2% |
| 5Y | +281.2% | +28.6% | +252.6% | +212.8% |
| All | +311.7% | +266.3% | +45.4% | +138.7% |
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