+730.4%
EXPE vs UL
+466.6%
+263.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.5% |
| 7D | -13.3% | +0.3% | -13.6% | -13.4% |
| 30D | -5.5% | +7.0% | -12.5% | -8.7% |
| 3M | -16.5% | +5.8% | -22.3% | -18.8% |
| 6M | +13.1% | +16.1% | -3.0% | +4.5% |
| YTD | -8.0% | +4.5% | -12.5% | -11.1% |
| 1Y | +1.1% | -1.3% | +2.4% | +0.5% |
| 3Y | +131.2% | +35.0% | +96.2% | +88.7% |
| 5Y | +39.8% | +31.9% | +7.8% | +13.3% |
| 10Y | +118.5% | +99.3% | +19.2% | +32.4% |
| All | +730.4% | +466.6% | +263.8% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling