+44.3%
UPS vs EXPE
+121.2%
-76.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -1.6% | -17.8% | +16.1% | +1.7% |
| 30D | +17.9% | -3.2% | +21.2% | +18.3% |
| 3M | +9.4% | -19.0% | +28.4% | +12.9% |
| 6M | +16.2% | +17.7% | -1.6% | +11.8% |
| YTD | +18.8% | -7.8% | +26.5% | +18.1% |
| 1Y | +26.1% | -1.4% | +27.5% | +23.7% |
| 3Y | -4.5% | +121.9% | -126.4% | -21.1% |
| 5Y | -33.2% | +44.3% | -77.5% | -42.8% |
| 10Y | +44.3% | +125.4% | -81.1% | +4.5% |
| All | +44.3% | +121.2% | -76.9% | +4.5% |
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