+94.0%
EXPE vs UMAC
+182.0%
-88.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -1.1% |
| 7D | -0.5% | -5.2% | +4.7% | -0.4% |
| 30D | -6.1% | -36.4% | +30.3% | -5.4% |
| 3M | -21.3% | -58.6% | +37.3% | -20.2% |
| 6M | +19.0% | -24.6% | +43.7% | +18.2% |
| YTD | -8.4% | -11.5% | +3.0% | -10.2% |
| 1Y | -2.8% | +16.9% | -19.7% | -5.7% |
| All | +94.0% | +182.0% | -88.0% | +74.3% |
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