+1,340.7%
URI vs EXPD
+304.0%
+1,036.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.7% |
| 7D | -9.8% | -7.2% | -2.6% | -4.8% |
| 30D | +1.7% | -3.3% | +5.0% | +4.3% |
| 3M | -9.1% | +3.4% | -12.4% | -11.4% |
| 6M | +9.9% | +22.7% | -12.8% | -5.9% |
| YTD | +31.2% | +24.5% | +6.7% | +8.2% |
| 1Y | +25.9% | +38.6% | -12.7% | -4.6% |
| 3Y | +147.4% | +71.5% | +75.9% | +52.3% |
| 5Y | +179.7% | +56.2% | +123.5% | +81.8% |
| All | +1,340.7% | +304.0% | +1,036.7% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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