+141.8%
UMC vs EXPD
+60.9%
+80.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.6% |
| 7D | +6.6% | -0.9% | +7.5% | +7.0% |
| 30D | +16.6% | +4.1% | +12.5% | +14.8% |
| 3M | +11.0% | +13.8% | -2.8% | +5.4% |
| 6M | +131.3% | +27.3% | +104.0% | +109.8% |
| YTD | +182.5% | +25.4% | +157.1% | +153.6% |
| 1Y | +222.3% | +54.4% | +167.9% | +160.9% |
| 3Y | +253.0% | +67.9% | +185.2% | +164.4% |
| 5Y | +141.8% | +59.2% | +82.7% | +77.7% |
| All | +141.8% | +60.9% | +80.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling