+118.5%
EXPE vs URI
+1,313.6%
-1,195.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -3.0% |
| 7D | -13.3% | -4.0% | -9.3% | -11.9% |
| 30D | -5.5% | +6.8% | -12.3% | -8.4% |
| 3M | -16.5% | -2.8% | -13.6% | -16.0% |
| 6M | +13.1% | +20.9% | -7.8% | +1.8% |
| YTD | -8.0% | +40.2% | -48.2% | -25.6% |
| 1Y | +1.1% | +34.1% | -33.0% | -16.3% |
| 3Y | +131.2% | +164.1% | -33.0% | +32.5% |
| 5Y | +39.8% | +199.3% | -159.6% | -26.6% |
| 10Y | +118.5% | +1,218.8% | -1,100.4% | -31.0% |
| All | +118.5% | +1,313.6% | -1,195.2% | -31.0% |
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