+328.6%
EXPD vs URA
+272.2%
+56.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.2% |
| 7D | +3.6% | +4.5% | -0.9% | +2.8% |
| 30D | +0.3% | -13.4% | +13.7% | +2.5% |
| 3M | +6.1% | -28.4% | +34.5% | +11.5% |
| 6M | +27.4% | -40.5% | +67.8% | +37.3% |
| YTD | +32.0% | -24.3% | +56.3% | +34.4% |
| 1Y | +40.5% | -28.8% | +69.4% | +44.4% |
| 3Y | +75.7% | +37.6% | +38.1% | +50.5% |
| 5Y | +61.7% | +30.7% | +31.0% | +35.6% |
| All | +328.6% | +272.2% | +56.3% | +168.7% |
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