+255.0%
UPS vs EXPD
+2,525.5%
-2,270.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.7% | -7.4% | +9.1% | +4.6% |
| 30D | +17.4% | -2.1% | +19.5% | +18.3% |
| 3M | +7.7% | +5.7% | +2.0% | +5.3% |
| 6M | +13.8% | +21.4% | -7.5% | +5.7% |
| YTD | +17.3% | +27.6% | -10.3% | +6.0% |
| 1Y | +27.2% | +36.1% | -9.0% | +12.1% |
| 3Y | -5.6% | +69.9% | -75.5% | -24.2% |
| 5Y | -33.5% | +59.7% | -93.2% | -45.7% |
| 10Y | +43.7% | +323.0% | -279.4% | -16.2% |
| All | +255.0% | +2,525.5% | -2,270.5% | +37.5% |
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