-20.5%
UPS vs EXE
+191.4%
-211.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -3.5% | +8.5% | -12.0% | -4.4% |
| 3M | -5.7% | +5.5% | -11.2% | -6.4% |
| 6M | -4.4% | -5.9% | +1.5% | -3.9% |
| YTD | +8.0% | -9.7% | +17.7% | +8.8% |
| 1Y | +29.0% | +3.6% | +25.5% | +27.3% |
| 3Y | -27.7% | +18.0% | -45.7% | -31.0% |
| 5Y | -34.3% | +109.4% | -143.8% | -41.3% |
| All | -20.5% | +191.4% | -211.9% | -31.3% |
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