+246.2%
UPS vs EXPD
+2,461.9%
-2,215.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.6% |
| 7D | 0.0% | -7.2% | +7.2% | +2.8% |
| 30D | +17.3% | -3.3% | +20.6% | +18.7% |
| 3M | +6.6% | +3.4% | +3.2% | +5.1% |
| 6M | +12.0% | +22.7% | -10.7% | +3.5% |
| YTD | +14.4% | +24.5% | -10.2% | +4.3% |
| 1Y | +23.3% | +38.6% | -15.3% | +7.9% |
| 3Y | -9.6% | +71.5% | -81.1% | -27.6% |
| 5Y | -34.1% | +56.2% | -90.4% | -45.7% |
| 10Y | +49.5% | +310.5% | -261.0% | -11.8% |
| All | +246.2% | +2,461.9% | -2,215.7% | +35.3% |
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