-34.6%
UPS vs XRT
-1.7%
-32.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | -2.1% | -0.3% | -1.9% | -2.0% |
| 30D | -2.3% | -5.6% | +3.3% | +0.6% |
| 3M | -5.2% | +2.5% | -7.8% | -6.7% |
| 6M | +1.4% | +3.7% | -2.3% | -0.7% |
| YTD | +6.1% | +1.0% | +5.1% | +5.4% |
| 1Y | +27.0% | -1.2% | +28.2% | +27.3% |
| 3Y | -25.9% | +43.4% | -69.3% | -39.1% |
| 5Y | -34.6% | -0.7% | -33.8% | -39.9% |
| All | -34.6% | -1.7% | -32.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling