+43.3%
UPS vs EXC
+201.2%
-157.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | -1.9% | +1.3% | +0.1% |
| 30D | +16.4% | +7.8% | +8.7% | +13.6% |
| 3M | +7.9% | +1.9% | +6.1% | +7.2% |
| 6M | +15.8% | +3.4% | +12.5% | +14.3% |
| YTD | +16.6% | +7.6% | +9.0% | +12.8% |
| 1Y | +22.3% | +2.1% | +20.2% | +20.5% |
| 3Y | -6.2% | +29.6% | -35.8% | -16.9% |
| 5Y | -34.4% | +39.5% | -73.9% | -44.3% |
| All | +43.3% | +201.2% | -157.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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