+29.4%
EXPE vs UMAC
+138.6%
-109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.6% |
| 7D | -8.7% | -4.0% | -4.7% | -8.7% |
| 30D | -13.6% | -9.4% | -4.2% | -13.6% |
| 3M | +26.6% | +3.0% | +23.7% | +27.0% |
| 6M | +19.9% | +27.2% | -7.2% | +19.5% |
| YTD | -1.7% | +84.7% | -86.4% | -3.0% |
| 1Y | +29.4% | +136.5% | -107.0% | +26.7% |
| All | +29.4% | +138.6% | -109.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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