-33.1%
UPS vs XRT
-1.2%
-31.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.5% |
| 7D | +1.1% | +2.5% | -1.3% | -0.2% |
| 30D | +17.3% | +10.3% | +7.0% | +11.2% |
| 3M | +7.9% | +2.4% | +5.5% | +6.4% |
| 6M | +13.7% | +10.0% | +3.8% | +7.6% |
| YTD | +17.2% | +9.5% | +7.6% | +11.2% |
| 1Y | +23.2% | +17.2% | +6.1% | +12.9% |
| 3Y | -5.9% | +62.0% | -67.9% | -28.0% |
| 5Y | -33.1% | -2.1% | -31.0% | -35.9% |
| All | -33.1% | -1.2% | -31.9% | -35.9% |
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