+227.0%
UPS vs EXPD
+2,520.1%
-2,293.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | -1.1% | -1.7% | -2.5% |
| 30D | -3.5% | +4.1% | -7.6% | -5.0% |
| 3M | -5.7% | +17.9% | -23.6% | -11.4% |
| 6M | -4.4% | +29.2% | -33.6% | -13.3% |
| YTD | +8.0% | +27.4% | -19.3% | -2.2% |
| 1Y | +29.0% | +56.8% | -27.8% | +7.4% |
| 3Y | -27.7% | +68.0% | -95.8% | -41.6% |
| 5Y | -34.3% | +61.9% | -96.2% | -46.6% |
| 10Y | +37.8% | +316.0% | -278.2% | -19.1% |
| All | +227.0% | +2,520.1% | -2,293.1% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling