+209.0%
UPS vs EXPE
+710.1%
-501.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +1.7% | -11.2% | +12.9% | +3.7% |
| 30D | +17.4% | -7.5% | +24.9% | +18.7% |
| 3M | +7.7% | -19.1% | +26.8% | +11.3% |
| 6M | +13.8% | +10.7% | +3.1% | +10.7% |
| YTD | +17.3% | -9.9% | +27.2% | +17.0% |
| 1Y | +27.2% | -4.6% | +31.8% | +25.4% |
| 3Y | -5.6% | +116.8% | -122.4% | -21.9% |
| 5Y | -33.5% | +38.6% | -72.1% | -42.3% |
| 10Y | +43.7% | +115.9% | -72.2% | +6.8% |
| All | +209.0% | +710.1% | -501.1% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling