+539.9%
UMC vs EXPE
+733.4%
-193.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +17.8% | -4.2% | +22.0% | +19.1% |
| 30D | -29.6% | -4.5% | -25.1% | -29.0% |
| 3M | -18.4% | -19.7% | +1.3% | -14.1% |
| 6M | -0.1% | +18.3% | -18.4% | -6.8% |
| YTD | +104.0% | -7.3% | +111.4% | +100.0% |
| 1Y | +121.5% | -3.9% | +125.4% | +114.2% |
| 3Y | +135.0% | +123.0% | +12.0% | +68.0% |
| 5Y | +83.0% | +47.9% | +35.1% | +41.8% |
| 10Y | +1,312.7% | +126.5% | +1,186.2% | +755.3% |
| All | +539.9% | +733.4% | -193.4% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling