+45.9%
UPS vs XME
+260.6%
-214.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +17.4% | -6.1% | +23.5% | +19.5% |
| 3M | +8.2% | -18.6% | +26.8% | +15.0% |
| 6M | +17.9% | -23.9% | +41.8% | +27.5% |
| YTD | +18.7% | -9.3% | +28.0% | +20.1% |
| 1Y | +24.8% | +1.8% | +23.0% | +21.3% |
| 3Y | -4.5% | +93.0% | -97.5% | -27.3% |
| 5Y | -33.2% | +107.0% | -140.2% | -51.5% |
| All | +45.9% | +260.6% | -214.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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