+75.5%
EXPD vs URA
+30.2%
+45.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.3% | +0.8% | -4.3% |
| 7D | -4.8% | -13.3% | +8.5% | -4.3% |
| 30D | -1.5% | -25.9% | +24.4% | -0.5% |
| 3M | +4.1% | -27.8% | +31.9% | +5.2% |
| 6M | +24.0% | -42.8% | +66.9% | +26.3% |
| YTD | +27.4% | -27.5% | +54.9% | +27.6% |
| 1Y | +38.4% | -35.1% | +73.5% | +39.3% |
| All | +75.5% | +30.2% | +45.2% | +63.3% |
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