+45.9%
UPS vs EXPE
+123.5%
-77.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +17.4% | -6.1% | +23.4% | +18.3% |
| 3M | +8.2% | -21.3% | +29.5% | +12.2% |
| 6M | +17.9% | +19.0% | -1.1% | +13.3% |
| YTD | +18.7% | -8.4% | +27.1% | +18.2% |
| 1Y | +24.8% | -2.8% | +27.6% | +22.8% |
| 3Y | -4.5% | +120.8% | -125.3% | -21.1% |
| 5Y | -33.2% | +46.2% | -79.4% | -42.9% |
| All | +45.9% | +123.5% | -77.6% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling