+36.0%
UPS vs XRT
+125.1%
-89.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.4% | -3.6% | +0.2% | -1.7% |
| 30D | -2.7% | -6.7% | +3.9% | +0.4% |
| 3M | -1.6% | -1.4% | -0.3% | -1.2% |
| 6M | +2.3% | +1.7% | +0.6% | +1.3% |
| YTD | +5.6% | -1.5% | +7.0% | +6.2% |
| 1Y | +27.1% | -2.5% | +29.5% | +28.2% |
| 3Y | -26.3% | +39.9% | -66.2% | -37.5% |
| 5Y | -34.5% | -2.6% | -31.9% | -36.5% |
| All | +36.0% | +125.1% | -89.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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