+1,304.8%
UMC vs EXPD
+336.9%
+967.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.2% |
| 7D | +17.8% | +3.6% | +14.2% | +16.2% |
| 30D | -29.6% | +0.3% | -29.9% | -29.5% |
| 3M | -18.4% | +6.1% | -24.5% | -20.1% |
| 6M | -0.1% | +27.4% | -27.5% | -9.2% |
| YTD | +104.0% | +32.0% | +72.0% | +79.9% |
| 1Y | +121.5% | +40.5% | +81.0% | +89.8% |
| 3Y | +135.0% | +75.7% | +59.3% | +77.2% |
| 5Y | +83.0% | +61.7% | +21.3% | +40.3% |
| All | +1,304.8% | +336.9% | +967.9% | +661.5% |
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