+151.2%
UPS vs XME
+242.3%
-91.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -3.5% | +6.0% | -9.5% | -5.3% |
| 3M | -5.7% | -7.7% | +2.0% | -3.9% |
| 6M | -4.4% | +1.0% | -5.3% | -5.4% |
| YTD | +8.0% | +14.6% | -6.6% | +2.4% |
| 1Y | +29.0% | +46.0% | -16.9% | +13.0% |
| 3Y | -27.7% | +127.0% | -154.7% | -45.3% |
| 5Y | -34.3% | +175.8% | -210.1% | -54.1% |
| 10Y | +37.8% | +414.6% | -376.8% | -24.4% |
| All | +151.2% | +242.3% | -91.2% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling