+347.2%
EXPD vs URA
-31.1%
+378.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +4.1% | +7.4% | -3.3% | +2.4% |
| 3M | +17.9% | -8.4% | +26.3% | +19.3% |
| 6M | +29.2% | -12.7% | +41.9% | +30.7% |
| YTD | +27.4% | +7.8% | +19.6% | +22.1% |
| 1Y | +56.8% | +19.5% | +37.4% | +44.7% |
| 3Y | +68.0% | +116.4% | -48.4% | +28.9% |
| 5Y | +61.9% | +134.3% | -72.4% | +16.3% |
| 10Y | +316.0% | +359.3% | -43.2% | +129.8% |
| All | +347.2% | -31.1% | +378.3% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling