+115.5%
EXPE vs URI
+1,374.0%
-1,258.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.3% |
| 7D | -9.3% | -9.8% | +0.4% | -5.2% |
| 30D | +0.1% | +1.7% | -1.6% | -0.7% |
| 3M | -15.3% | -9.1% | -6.3% | -12.3% |
| 6M | +5.5% | +9.9% | -4.4% | -0.7% |
| YTD | -8.0% | +31.2% | -39.2% | -22.9% |
| 1Y | +18.9% | +25.9% | -7.1% | +1.6% |
| 3Y | +135.5% | +147.4% | -11.8% | +41.0% |
| 5Y | +44.3% | +179.7% | -135.5% | -20.6% |
| All | +115.5% | +1,374.0% | -1,258.5% | -26.4% |
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