+39.8%
EXPE vs UL
+32.3%
+7.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -13.3% | +0.3% | -13.6% | -13.4% |
| 30D | -5.5% | +7.0% | -12.5% | -7.7% |
| 3M | -16.5% | +5.8% | -22.3% | -18.0% |
| 6M | +13.1% | +16.1% | -3.0% | +7.5% |
| YTD | -8.0% | +4.5% | -12.5% | -10.4% |
| 1Y | +1.1% | -1.3% | +2.4% | +0.5% |
| 3Y | +131.2% | +35.0% | +96.2% | +96.1% |
| 5Y | +39.8% | +31.9% | +7.8% | +14.3% |
| All | +39.8% | +32.3% | +7.4% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling