+125.4%
EXPE vs URA
+277.9%
-152.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | -17.8% | +2.9% | -20.6% | -18.5% |
| 30D | -3.2% | -10.8% | +7.6% | 0.0% |
| 3M | -19.0% | -25.5% | +6.6% | -11.9% |
| 6M | +17.7% | -41.2% | +58.9% | +37.2% |
| YTD | -7.8% | -21.3% | +13.5% | -6.8% |
| 1Y | -1.4% | -25.7% | +24.3% | +1.5% |
| 3Y | +121.9% | +43.1% | +78.9% | +62.9% |
| 5Y | +44.3% | +35.6% | +8.7% | +3.4% |
| 10Y | +125.4% | +281.3% | -155.9% | -21.4% |
| All | +125.4% | +277.9% | -152.5% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling