-34.4%
UPS vs EXPD
+63.3%
-97.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -0.6% | +3.6% | -4.2% | -2.4% |
| 30D | +16.4% | +0.3% | +16.2% | +16.1% |
| 3M | +7.9% | +6.1% | +1.8% | +4.4% |
| 6M | +15.8% | +27.4% | -11.5% | +1.7% |
| YTD | +16.6% | +32.0% | -15.4% | -0.9% |
| 1Y | +22.3% | +40.5% | -18.2% | +0.2% |
| 3Y | -6.2% | +75.7% | -81.9% | -34.3% |
| 5Y | -34.4% | +61.7% | -96.1% | -53.9% |
| All | -34.4% | +63.3% | -97.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling