+165.0%
EXEL vs URA
+114.7%
+50.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | +4.1% | +7.4% | -3.3% | +3.4% |
| 3M | +12.4% | -8.4% | +20.8% | +12.8% |
| 6M | +41.5% | -12.7% | +54.3% | +42.3% |
| YTD | +34.6% | +7.8% | +26.8% | +32.8% |
| 1Y | +57.9% | +19.5% | +38.4% | +54.1% |
| All | +165.0% | +114.7% | +50.2% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling