+34.9%
UPS vs EXPE
+161.1%
-126.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -3.7% | -11.5% | +7.8% | -1.7% |
| 30D | -3.7% | -13.1% | +9.3% | -1.5% |
| 3M | -6.6% | +18.1% | -24.7% | -9.7% |
| 6M | +2.6% | +13.3% | -10.7% | -0.5% |
| YTD | +4.8% | -3.2% | +8.0% | +3.7% |
| 1Y | +25.3% | +26.1% | -0.9% | +17.5% |
| 3Y | -26.9% | +151.7% | -178.6% | -40.9% |
| 5Y | -33.5% | +88.3% | -121.8% | -45.2% |
| All | +34.9% | +161.1% | -126.1% | -1.2% |
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