+115.0%
UMC vs EXPD
+53.8%
+61.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.7% |
| 7D | -14.7% | +0.3% | -14.9% | -14.7% |
| 30D | -32.9% | +1.8% | -34.7% | -32.9% |
| 3M | -22.2% | +8.9% | -31.1% | -22.8% |
| 6M | +25.9% | +42.2% | -16.3% | +23.3% |
| YTD | +107.9% | +33.4% | +74.6% | +98.3% |
| 1Y | +115.0% | +47.2% | +67.9% | +97.4% |
| All | +115.0% | +53.8% | +61.2% | +97.4% |
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 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