+243.6%
UMC vs EXPD
+2,008.0%
-1,764.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.1% |
| 7D | +5.0% | -1.1% | +6.1% | +5.6% |
| 30D | +7.7% | +4.1% | +3.6% | +5.3% |
| 3M | +1.7% | +17.9% | -16.2% | -7.4% |
| 6M | +113.9% | +29.2% | +84.7% | +84.6% |
| YTD | +168.9% | +27.4% | +141.5% | +129.5% |
| 1Y | +207.2% | +56.8% | +150.4% | +130.7% |
| 3Y | +227.7% | +68.0% | +159.6% | +129.7% |
| 5Y | +118.0% | +61.9% | +56.2% | +53.4% |
| 10Y | +1,682.1% | +316.0% | +1,366.1% | +580.8% |
| All | +243.6% | +2,008.0% | -1,764.4% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling