+1,798.0%
UMC vs EXPE
+165.2%
+1,632.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | +11.4% | -8.7% | +20.0% | +13.4% |
| 30D | +16.8% | -13.6% | +30.4% | +20.2% |
| 3M | +19.1% | +26.6% | -7.6% | +11.4% |
| 6M | +137.4% | +19.9% | +117.5% | +124.7% |
| YTD | +186.4% | -1.7% | +188.1% | +179.7% |
| 1Y | +229.1% | +29.4% | +199.6% | +197.7% |
| 3Y | +257.9% | +155.7% | +102.2% | +161.8% |
| 5Y | +137.5% | +93.1% | +44.5% | +79.6% |
| All | +1,798.0% | +165.2% | +1,632.8% | +1,208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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