+786.0%
UMC vs EXPE
+776.5%
+9.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.9% | +12.9% | +7.3% |
| 7D | +6.6% | -9.8% | +16.4% | +9.4% |
| 30D | +16.6% | -11.5% | +28.1% | +20.1% |
| 3M | +11.0% | +21.7% | -10.7% | +3.4% |
| 6M | +131.3% | +10.4% | +120.9% | +121.0% |
| YTD | +182.5% | -2.5% | +185.0% | +174.7% |
| 1Y | +222.3% | +27.3% | +194.9% | +186.3% |
| 3Y | +253.0% | +153.5% | +99.5% | +143.0% |
| 5Y | +141.8% | +91.1% | +50.8% | +73.8% |
| 10Y | +1,772.2% | +153.1% | +1,619.1% | +1,000.1% |
| All | +786.0% | +776.5% | +9.5% | +82.5% |
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