-25.9%
UPS vs XME
+134.4%
-160.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -2.1% | +3.6% | -5.7% | -3.2% |
| 30D | -2.3% | +3.6% | -6.0% | -3.5% |
| 3M | -5.2% | +1.2% | -6.4% | -5.9% |
| 6M | +1.4% | +9.0% | -7.6% | -2.1% |
| YTD | +6.1% | +15.9% | -9.8% | -0.2% |
| 1Y | +27.0% | +43.2% | -16.2% | +9.8% |
| All | -25.9% | +134.4% | -160.3% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling