+323.0%
EXPD vs URA
+289.1%
+34.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.1% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | -2.1% | -14.8% | +12.7% | +0.3% |
| 3M | +5.7% | -25.3% | +31.0% | +10.3% |
| 6M | +21.4% | -39.9% | +61.3% | +30.6% |
| YTD | +27.6% | -22.4% | +50.0% | +29.5% |
| 1Y | +36.1% | -29.0% | +65.1% | +40.1% |
| 3Y | +69.9% | +41.0% | +28.9% | +45.1% |
| 5Y | +59.7% | +38.3% | +21.4% | +32.4% |
| 10Y | +323.0% | +276.1% | +47.0% | +166.9% |
| All | +323.0% | +289.1% | +34.0% | +166.9% |
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 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