-33.5%
UPS vs XME
+183.2%
-216.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -3.7% | +1.4% | -5.1% | -4.3% |
| 3M | -6.6% | +2.7% | -9.3% | -7.8% |
| 6M | +2.6% | +6.5% | -3.9% | -0.5% |
| YTD | +4.8% | +15.2% | -10.4% | -1.6% |
| 1Y | +25.3% | +43.5% | -18.2% | +8.0% |
| 3Y | -26.9% | +135.9% | -162.7% | -48.3% |
| 5Y | -33.5% | +181.5% | -215.0% | -58.1% |
| All | -33.5% | +183.2% | -216.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling