+43.3%
UPS vs EXEL
+325.9%
-282.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | +16.4% | +17.4% | -0.9% | +14.0% |
| 3M | +7.9% | +38.6% | -30.7% | +3.3% |
| 6M | +15.8% | +41.2% | -25.4% | +10.5% |
| YTD | +16.6% | +59.3% | -42.8% | +9.1% |
| 1Y | +22.3% | +60.2% | -37.9% | +14.3% |
| 3Y | -6.2% | +232.6% | -238.8% | -21.1% |
| 5Y | -34.4% | +285.9% | -320.3% | -46.4% |
| All | +43.3% | +325.9% | -282.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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