+62.8%
EXPD vs URA
+128.0%
-65.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +4.1% | +7.4% | -3.3% | +3.1% |
| 3M | +17.9% | -8.4% | +26.3% | +18.8% |
| 6M | +29.2% | -12.7% | +41.9% | +30.2% |
| YTD | +27.4% | +7.8% | +19.6% | +23.8% |
| 1Y | +56.8% | +19.5% | +37.4% | +48.2% |
| 3Y | +68.0% | +116.4% | -48.4% | +36.8% |
| All | +62.8% | +128.0% | -65.2% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling