+104.9%
EXPE vs URA
+128.0%
-23.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -9.5% | +1.1% | -10.6% | -9.8% |
| 30D | -6.6% | +7.4% | -14.0% | -8.7% |
| 3M | +31.4% | -8.4% | +39.8% | +33.3% |
| 6M | +35.2% | -12.7% | +47.9% | +37.3% |
| YTD | +5.8% | +7.8% | -2.0% | -1.4% |
| 1Y | +38.7% | +19.5% | +19.2% | +22.5% |
| 3Y | +175.8% | +116.4% | +59.4% | +83.7% |
| All | +104.9% | +128.0% | -23.1% | +30.4% |
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 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