+34.4%
UL vs EXPD
+76.1%
-41.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -2.5% | +3.6% | -6.1% | -2.6% |
| 30D | +5.7% | +0.3% | +5.4% | +5.6% |
| 3M | +7.0% | +6.1% | +0.9% | +6.7% |
| 6M | +16.1% | +27.4% | -11.3% | +14.9% |
| YTD | +3.6% | +32.0% | -28.4% | +2.2% |
| 1Y | -1.4% | +40.5% | -41.9% | -3.1% |
| All | +34.4% | +76.1% | -41.6% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling