+1,272.7%
UMC vs EXPE
+123.5%
+1,149.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -28.0% | -6.1% | -22.0% | -27.2% |
| 3M | -20.5% | -21.3% | +0.8% | -16.8% |
| 6M | -1.6% | +19.0% | -20.6% | -6.9% |
| YTD | +99.4% | -8.4% | +107.8% | +97.1% |
| 1Y | +120.4% | -2.8% | +123.2% | +114.3% |
| 3Y | +134.2% | +120.8% | +13.5% | +77.7% |
| 5Y | +78.8% | +46.2% | +32.7% | +43.4% |
| All | +1,272.7% | +123.5% | +1,149.2% | +893.6% |
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