+757.4%
UMAC vs EXPD
+52.2%
+705.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.8% | +9.7% |
| 7D | +14.7% | -0.9% | +15.6% | +14.9% |
| 30D | -0.5% | +4.1% | -4.6% | -1.5% |
| 3M | +0.5% | +13.8% | -13.3% | -2.6% |
| 6M | +57.9% | +27.3% | +30.7% | +47.2% |
| YTD | +103.9% | +25.4% | +78.5% | +88.8% |
| 1Y | +159.3% | +54.4% | +104.9% | +117.1% |
| All | +757.4% | +52.2% | +705.2% | +640.4% |
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