+270.8%
EXEL vs URA
+33.4%
+237.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.6% |
| 7D | +0.3% | -4.1% | +4.4% | +0.9% |
| 30D | +19.0% | -19.0% | +38.1% | +22.5% |
| 3M | +33.3% | -25.1% | +58.4% | +38.4% |
| 6M | +42.9% | -44.5% | +87.3% | +54.3% |
| YTD | +58.7% | -24.3% | +83.0% | +61.9% |
| 1Y | +70.5% | -28.1% | +98.6% | +75.0% |
| 3Y | +233.8% | +40.7% | +193.2% | +191.5% |
| All | +270.8% | +33.4% | +237.4% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling