+36.1%
UPS vs ECL
+149.7%
-113.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.3% |
| 7D | -3.7% | -2.7% | -0.9% | -2.5% |
| 30D | -3.7% | -4.3% | +0.5% | -2.0% |
| 3M | -6.6% | +3.2% | -9.8% | -8.0% |
| 6M | +2.6% | -2.9% | +5.5% | +3.4% |
| YTD | +4.8% | +4.3% | +0.5% | +2.6% |
| 1Y | +25.3% | +1.6% | +23.6% | +23.3% |
| 3Y | -26.9% | +54.3% | -81.1% | -40.6% |
| 5Y | -33.5% | +26.5% | -60.0% | -42.4% |
| 10Y | +36.1% | +155.6% | -119.5% | -23.4% |
| All | +36.1% | +149.7% | -113.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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