-2.8%
EXPE vs UL
+0.7%
-3.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -6.1% | +4.5% | -10.6% | -7.4% |
| 3M | -21.3% | +6.5% | -27.8% | -22.7% |
| 6M | +19.0% | +18.2% | +0.8% | +16.3% |
| YTD | -8.4% | +4.7% | -13.1% | -15.2% |
| 1Y | -2.8% | +0.8% | -3.6% | -9.6% |
| All | -2.8% | +0.7% | -3.4% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling