+36.0%
UPS vs EXPE
+165.2%
-129.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.4% | -8.7% | +5.3% | -1.9% |
| 30D | -2.7% | -13.6% | +10.9% | -0.4% |
| 3M | -1.6% | +26.6% | -28.3% | -6.1% |
| 6M | +2.3% | +19.9% | -17.6% | -1.7% |
| YTD | +5.6% | -1.7% | +7.3% | +4.2% |
| 1Y | +27.1% | +29.4% | -2.4% | +18.6% |
| 3Y | -26.3% | +155.7% | -182.0% | -40.6% |
| 5Y | -34.5% | +93.1% | -127.6% | -46.3% |
| All | +36.0% | +165.2% | -129.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXPE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling