+24.8%
UPS vs XME
-2.0%
+26.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +17.4% | -6.1% | +23.5% | +18.9% |
| 3M | +8.2% | -18.6% | +26.8% | +13.1% |
| 6M | +17.9% | -23.9% | +41.8% | +24.8% |
| YTD | +18.7% | -9.3% | +28.0% | +18.3% |
| 1Y | +24.8% | +1.8% | +23.0% | +20.9% |
| All | +24.8% | -2.0% | +26.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling