+175.1%
EXPE vs URI
+1,179.9%
-1,004.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -9.5% | -2.0% | -7.6% | -8.8% |
| 30D | -6.6% | -12.9% | +6.3% | -1.2% |
| 3M | +31.4% | -6.7% | +38.1% | +33.6% |
| 6M | +35.2% | +19.0% | +16.2% | +20.5% |
| YTD | +5.8% | +25.5% | -19.7% | -9.2% |
| 1Y | +38.7% | +5.5% | +33.1% | +28.8% |
| 3Y | +175.8% | +111.3% | +64.5% | +79.1% |
| 5Y | +111.8% | +198.6% | -86.7% | +14.3% |
| All | +175.1% | +1,179.9% | -1,004.8% | -8.7% |
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