+71.5%
EXPD vs URA
+36.0%
+35.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.6% |
| 3M | +3.4% | -25.1% | +28.5% | +4.3% |
| 6M | +22.7% | -44.5% | +67.2% | +25.1% |
| YTD | +24.5% | -24.3% | +48.8% | +24.5% |
| 1Y | +38.6% | -28.1% | +66.8% | +39.0% |
| 3Y | +71.5% | +40.7% | +30.8% | +59.3% |
| All | +71.5% | +36.0% | +35.5% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling