+38.6%
EXPD vs URA
-31.4%
+70.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.6% | -2.4% |
| 7D | -7.2% | -4.1% | -3.0% | -7.0% |
| 30D | -3.3% | -19.0% | +15.7% | -2.8% |
| 3M | +3.4% | -25.1% | +28.5% | +4.1% |
| 6M | +22.7% | -44.5% | +67.2% | +24.6% |
| YTD | +24.5% | -24.3% | +48.8% | +20.4% |
| 1Y | +38.6% | -28.1% | +66.8% | +34.9% |
| All | +38.6% | -31.4% | +70.0% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling