+120.4%
UMC vs EXPD
+40.4%
+80.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | +11.2% | +5.5% | +5.7% | +10.1% |
| 30D | -28.0% | -0.8% | -27.2% | -27.8% |
| 3M | -20.5% | +4.1% | -24.7% | -20.6% |
| 6M | -1.6% | +25.7% | -27.2% | -2.0% |
| YTD | +99.4% | +31.4% | +68.0% | +97.6% |
| 1Y | +120.4% | +42.2% | +78.2% | +123.9% |
| All | +120.4% | +40.4% | +80.0% | +123.9% |
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