+99.4%
XBI vs UPS
-26.3%
+125.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | -2.0% | -2.7% | -4.1% |
| 30D | -2.0% | -2.0% | 0.0% | -1.5% |
| 3M | +17.8% | -6.2% | +24.0% | +19.6% |
| 6M | +23.7% | +2.8% | +20.9% | +21.5% |
| YTD | +28.2% | +5.9% | +22.3% | +24.3% |
| 1Y | +64.0% | +26.2% | +37.7% | +49.6% |
| 3Y | +99.4% | -26.0% | +125.4% | +98.2% |
| All | +99.4% | -26.3% | +125.7% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3y: compounded portfolio wealth divided by compounded UPS 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…
3y analysis · Full analysis span regression · 6 months rolling