+26.1%
EXPE vs UL
-8.6%
+34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.2% |
| 7D | -11.5% | -3.2% | -8.3% | -10.7% |
| 30D | -13.1% | -0.6% | -12.5% | -12.8% |
| 3M | +18.1% | +9.4% | +8.7% | +17.3% |
| 6M | +13.3% | -4.1% | +17.4% | +10.3% |
| YTD | -3.2% | -2.0% | -1.2% | -7.5% |
| 1Y | +26.1% | -9.0% | +35.1% | +24.9% |
| All | +26.1% | -8.6% | +34.7% | +24.9% |
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