+2,653.9%
UL vs EXPD
+30,859.1%
-28,205.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +0.5% | +4.1% | -3.6% | -0.2% |
| 3M | +17.6% | +17.9% | -0.3% | +14.5% |
| 6M | -5.4% | +29.2% | -34.6% | -9.3% |
| YTD | +0.7% | +27.4% | -26.7% | -3.6% |
| 1Y | -9.3% | +56.8% | -66.1% | -16.0% |
| 3Y | +24.5% | +68.0% | -43.5% | +13.0% |
| 5Y | +23.2% | +61.9% | -38.7% | +11.4% |
| 10Y | +64.5% | +316.0% | -251.5% | +27.5% |
| All | +2,653.9% | +30,859.1% | -28,205.2% | +1,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling