+207.2%
UMC vs EXPD
+57.8%
+149.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.5% |
| 7D | +5.0% | -1.1% | +6.1% | +5.0% |
| 30D | +7.7% | +4.1% | +3.6% | +7.4% |
| 3M | +1.7% | +17.9% | -16.2% | +1.2% |
| 6M | +113.9% | +29.2% | +84.7% | +111.9% |
| YTD | +168.9% | +27.4% | +141.5% | +165.2% |
| 1Y | +207.2% | +56.8% | +150.4% | +203.7% |
| All | +207.2% | +57.8% | +149.4% | +203.7% |
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