+301.7%
EXPD vs URA
+278.3%
+23.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.6% | -3.0% |
| 7D | -7.2% | -4.1% | -3.0% | -6.6% |
| 30D | -3.3% | -19.0% | +15.7% | -0.1% |
| 3M | +3.4% | -25.1% | +28.5% | +7.8% |
| 6M | +22.7% | -44.5% | +67.2% | +33.8% |
| YTD | +24.5% | -24.3% | +48.8% | +26.9% |
| 1Y | +38.6% | -28.1% | +66.8% | +42.3% |
| 3Y | +71.5% | +40.7% | +30.8% | +46.2% |
| 5Y | +56.2% | +35.5% | +20.8% | +29.8% |
| All | +301.7% | +278.3% | +23.4% | +146.0% |
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