+1,198.4%
UMC vs EXPD
+334.2%
+864.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +6.4% |
| 7D | -9.2% | -5.5% | -3.7% | -6.8% |
| 30D | -35.1% | -1.9% | -33.3% | -34.5% |
| 3M | -20.5% | +6.1% | -26.5% | -22.1% |
| 6M | -1.7% | +21.6% | -23.4% | -9.0% |
| YTD | +92.8% | +27.9% | +64.9% | +72.1% |
| 1Y | +104.5% | +39.4% | +65.1% | +75.6% |
| 3Y | +129.8% | +72.7% | +57.2% | +74.4% |
| 5Y | +74.0% | +60.3% | +13.7% | +33.9% |
| 10Y | +1,198.4% | +332.6% | +865.9% | +636.5% |
| All | +1,198.4% | +334.2% | +864.3% | +636.5% |
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