+36.0%
UPS vs XME
+426.6%
-390.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +2.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | -2.7% | -2.6% | -0.1% | -2.1% |
| 3M | -1.6% | +2.2% | -3.8% | -2.8% |
| 6M | +2.3% | +0.7% | +1.6% | +1.1% |
| YTD | +5.6% | +10.9% | -5.3% | +0.5% |
| 1Y | +27.1% | +35.7% | -8.7% | +12.1% |
| 3Y | -26.3% | +127.1% | -153.4% | -46.3% |
| 5Y | -34.5% | +168.5% | -202.9% | -56.0% |
| All | +36.0% | +426.6% | -390.6% | -29.0% |
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