+316.7%
EXEL vs URA
+272.2%
+44.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.4% |
| 7D | +1.6% | +4.5% | -2.8% | +0.7% |
| 30D | +17.4% | -13.4% | +30.8% | +20.7% |
| 3M | +38.6% | -28.4% | +67.0% | +48.1% |
| 6M | +41.2% | -40.5% | +81.7% | +55.8% |
| YTD | +59.3% | -24.3% | +83.6% | +64.0% |
| 1Y | +60.2% | -28.8% | +89.1% | +66.9% |
| 3Y | +232.6% | +37.6% | +195.0% | +178.3% |
| 5Y | +285.9% | +30.7% | +255.2% | +215.5% |
| All | +316.7% | +272.2% | +44.5% | +140.8% |
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