-34.6%
UPS vs EXPE
+89.5%
-124.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | -0.3% |
| 7D | -2.1% | -9.8% | +7.6% | -0.3% |
| 30D | -2.3% | -11.5% | +9.2% | -0.2% |
| 3M | -5.2% | +21.7% | -26.9% | -9.3% |
| 6M | +1.4% | +10.4% | -9.0% | -1.4% |
| YTD | +6.1% | -2.5% | +8.6% | +4.9% |
| 1Y | +27.0% | +27.3% | -0.4% | +17.8% |
| 3Y | -25.9% | +153.5% | -179.4% | -42.2% |
| 5Y | -34.6% | +91.1% | -125.7% | -45.7% |
| All | -34.6% | +89.5% | -124.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling