-22.3%
UPS vs EXE
+188.3%
-210.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | -2.7% | -0.8% | -1.9% | -2.7% |
| 3M | -1.6% | +10.0% | -11.7% | -2.8% |
| 6M | +2.3% | -6.3% | +8.7% | +2.9% |
| YTD | +5.6% | -10.7% | +16.2% | +6.5% |
| 1Y | +27.1% | +2.7% | +24.4% | +25.5% |
| 3Y | -26.3% | +19.1% | -45.4% | -29.8% |
| 5Y | -34.5% | +105.4% | -139.9% | -41.3% |
| All | -22.3% | +188.3% | -210.6% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling