+99.3%
UL vs EXPD
+334.2%
-234.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | +0.3% | -5.5% | +5.7% | +1.3% |
| 30D | +7.0% | -1.9% | +8.9% | +7.3% |
| 3M | +5.8% | +6.1% | -0.3% | +4.3% |
| 6M | +16.1% | +21.6% | -5.5% | +11.2% |
| YTD | +4.5% | +27.9% | -23.4% | -1.8% |
| 1Y | -1.3% | +39.4% | -40.7% | -9.1% |
| 3Y | +35.0% | +72.7% | -37.7% | +15.9% |
| 5Y | +31.9% | +60.3% | -28.4% | +13.8% |
| 10Y | +99.3% | +332.6% | -233.3% | +37.1% |
| All | +99.3% | +334.2% | -234.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling