+227.0%
UPS vs EXC
+790.4%
-563.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -5.7% | -1.3% | -4.4% | -5.5% |
| 6M | -4.4% | -9.7% | +5.3% | -1.8% |
| YTD | +8.0% | +2.9% | +5.1% | +6.5% |
| 1Y | +29.0% | +4.4% | +24.6% | +26.5% |
| 3Y | -27.7% | +22.2% | -49.9% | -33.2% |
| 5Y | -34.3% | +46.7% | -81.1% | -43.0% |
| 10Y | +37.8% | +155.3% | -117.6% | -0.5% |
| All | +227.0% | +790.4% | -563.4% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling