+158.0%
EXPE vs UL
+65.2%
+92.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | 0.0% |
| 7D | -11.5% | -3.2% | -8.3% | -10.3% |
| 30D | -13.1% | -0.6% | -12.5% | -12.8% |
| 3M | +18.1% | +9.4% | +8.7% | +13.9% |
| 6M | +13.3% | -4.1% | +17.4% | +15.0% |
| YTD | -3.2% | -2.0% | -1.2% | -3.3% |
| 1Y | +26.1% | -9.0% | +35.1% | +29.8% |
| 3Y | +151.7% | +21.8% | +129.9% | +122.8% |
| 5Y | +88.3% | +20.6% | +67.8% | +64.7% |
| 10Y | +158.0% | +67.7% | +90.3% | +112.8% |
| All | +158.0% | +65.2% | +92.8% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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