+127.7%
EXPE vs URI
+1,173.3%
-1,045.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -0.5% | +6.7% | -7.2% | -3.4% |
| 30D | -6.1% | +8.9% | -15.0% | -9.7% |
| 3M | -21.3% | +0.5% | -21.8% | -22.0% |
| 6M | +19.0% | +20.7% | -1.7% | +7.2% |
| YTD | -8.4% | +40.0% | -48.5% | -25.9% |
| 1Y | -2.8% | +34.4% | -37.2% | -19.7% |
| 3Y | +120.8% | +149.5% | -28.7% | +29.8% |
| 5Y | +46.2% | +205.6% | -159.4% | -24.1% |
| All | +127.7% | +1,173.3% | -1,045.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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