-8.1%
UPS vs ECL
+75.1%
-83.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +17.3% | +8.1% | +9.2% | +14.1% |
| 3M | +6.6% | +6.4% | +0.3% | +4.2% |
| 6M | +12.0% | +14.8% | -2.8% | +6.2% |
| YTD | +14.4% | +15.5% | -1.1% | +8.5% |
| 1Y | +23.3% | +20.1% | +3.2% | +15.4% |
| All | -8.1% | +75.1% | -83.2% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling