+7.9%
UMAC vs EXPD
+53.8%
-45.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -3.2% | -7.6% | -10.9% |
| 7D | -26.0% | +0.3% | -26.3% | -25.9% |
| 30D | -40.3% | +1.8% | -42.2% | -40.1% |
| 3M | -51.1% | +8.9% | -60.1% | -50.8% |
| 6M | -5.6% | +42.2% | -47.9% | -5.5% |
| YTD | +2.3% | +33.4% | -31.1% | -2.4% |
| 1Y | +7.9% | +47.2% | -39.3% | -10.0% |
| All | +7.9% | +53.8% | -45.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling