+153.5%
EXPE vs UL
+24.1%
+129.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.6% |
| 7D | -9.8% | -1.3% | -8.5% | -9.5% |
| 30D | -11.5% | +0.9% | -12.4% | -11.6% |
| 3M | +21.7% | +14.2% | +7.5% | +19.2% |
| 6M | +10.4% | -3.2% | +13.6% | +9.9% |
| YTD | -2.5% | -0.3% | -2.2% | -4.0% |
| 1Y | +27.3% | -8.8% | +36.1% | +27.7% |
| 3Y | +153.5% | +23.9% | +129.6% | +124.6% |
| All | +153.5% | +24.1% | +129.4% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling