+62.6%
UMC vs EXPD
+55.6%
+7.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.4% |
| 7D | -17.0% | -7.2% | -9.8% | -14.2% |
| 30D | -40.6% | -3.3% | -37.3% | -39.6% |
| 3M | -27.9% | +3.4% | -31.3% | -28.7% |
| 6M | -7.5% | +22.7% | -30.2% | -14.7% |
| YTD | +79.3% | +24.5% | +54.8% | +61.2% |
| 1Y | +92.8% | +38.6% | +54.2% | +64.4% |
| 3Y | +108.2% | +71.5% | +36.7% | +51.9% |
| All | +62.6% | +55.6% | +7.0% | +18.3% |
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