+30.6%
UPS vs EXE
-18.4%
+49.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.6% |
| 7D | +8.2% | -4.7% | +12.9% | +8.1% |
| 30D | +22.7% | +1.0% | +21.7% | +22.7% |
| 3M | +6.4% | -5.6% | +12.1% | +6.4% |
| 6M | +22.6% | -12.3% | +34.9% | +21.8% |
| YTD | +20.7% | -19.5% | +40.2% | +20.0% |
| 1Y | +30.6% | -18.9% | +49.5% | +28.4% |
| All | +30.6% | -18.4% | +49.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling