+153.1%
EXPE vs URA
+371.9%
-218.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -11.0% | -8.9% |
| 7D | -9.8% | +8.1% | -17.9% | -12.2% |
| 30D | -11.5% | +5.8% | -17.3% | -13.6% |
| 3M | +21.7% | +3.4% | +18.3% | +19.0% |
| 6M | +10.4% | -2.6% | +13.0% | +8.4% |
| YTD | -2.5% | +11.2% | -13.7% | -11.3% |
| 1Y | +27.3% | +19.8% | +7.5% | +10.4% |
| 3Y | +153.5% | +121.5% | +32.1% | +60.2% |
| 5Y | +91.1% | +134.5% | -43.4% | +10.8% |
| 10Y | +153.1% | +376.7% | -223.6% | -9.3% |
| All | +153.1% | +371.9% | -218.8% | -9.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling