-33.7%
UPS vs EXC
+47.1%
-80.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -3.5% | -3.7% | +0.2% | -2.6% |
| 3M | -5.7% | -1.3% | -4.4% | -5.5% |
| 6M | -4.4% | -9.7% | +5.3% | -2.1% |
| YTD | +8.0% | +2.9% | +5.1% | +6.5% |
| 1Y | +29.0% | +4.4% | +24.6% | +26.4% |
| 3Y | -27.7% | +22.2% | -49.9% | -34.2% |
| All | -33.7% | +47.1% | -80.8% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling