-12.6%
UPS vs EXE
+165.2%
-177.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +3.8% | +5.3% | -1.5% | +3.2% |
| 30D | +17.4% | -2.2% | +19.5% | +17.6% |
| 3M | +8.2% | -5.9% | +14.1% | +8.8% |
| 6M | +17.9% | -5.7% | +23.7% | +18.5% |
| YTD | +18.7% | -17.8% | +36.5% | +20.8% |
| 1Y | +24.8% | -23.1% | +47.9% | +28.0% |
| 3Y | -4.5% | +21.2% | -25.7% | -9.6% |
| 5Y | -33.2% | +78.8% | -112.0% | -39.2% |
| All | -12.6% | +165.2% | -177.8% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling