+956.6%
EXPE vs UUUU
-92.0%
+1,048.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -9.5% | -1.4% | -8.2% | -9.4% |
| 30D | -6.6% | +16.3% | -22.9% | -7.8% |
| 3M | +31.4% | -16.7% | +48.1% | +32.5% |
| 6M | +35.2% | -33.7% | +68.8% | +37.8% |
| YTD | +5.8% | -0.5% | +6.3% | +3.3% |
| 1Y | +38.7% | +28.9% | +9.8% | +31.3% |
| 3Y | +175.8% | +99.9% | +75.9% | +145.0% |
| 5Y | +111.8% | +135.3% | -23.4% | +82.3% |
| 10Y | +179.7% | +518.4% | -338.7% | +112.3% |
| All | +956.6% | -92.0% | +1,048.6% | +714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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