+730.7%
EXPE vs URI
+5,766.8%
-5,036.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.2% |
| 7D | -9.3% | -9.8% | +0.4% | -6.1% |
| 30D | +0.1% | +1.7% | -1.6% | -0.5% |
| 3M | -15.3% | -9.1% | -6.3% | -12.9% |
| 6M | +5.5% | +9.9% | -4.4% | +0.8% |
| YTD | -8.0% | +31.2% | -39.2% | -19.4% |
| 1Y | +18.9% | +25.9% | -7.1% | +5.7% |
| 3Y | +135.5% | +147.4% | -11.8% | +62.6% |
| 5Y | +44.3% | +179.7% | -135.5% | -5.2% |
| 10Y | +117.7% | +1,419.5% | -1,301.8% | -21.0% |
| All | +730.7% | +5,766.8% | -5,036.1% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling