+124.1%
EXPE vs UMAC
+494.0%
-369.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | -9.5% | -0.9% | -8.6% | -9.5% |
| 30D | -6.6% | -7.7% | +1.0% | -6.6% |
| 3M | +31.4% | -26.4% | +57.8% | +31.8% |
| 6M | +35.2% | +61.9% | -26.7% | +31.9% |
| YTD | +5.8% | +86.5% | -80.7% | +2.4% |
| 1Y | +38.7% | +156.3% | -117.6% | +32.3% |
| All | +124.1% | +494.0% | -369.9% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling