+246.2%
UPS vs ECL
+2,344.1%
-2,097.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +17.3% | +8.1% | +9.2% | +13.6% |
| 3M | +6.6% | +6.4% | +0.3% | +3.8% |
| 6M | +12.0% | +14.8% | -2.8% | +5.3% |
| YTD | +14.4% | +15.5% | -1.1% | +7.2% |
| 1Y | +23.3% | +20.1% | +3.2% | +13.5% |
| 3Y | -9.6% | +77.8% | -87.4% | -30.7% |
| 5Y | -34.1% | +37.9% | -72.0% | -44.6% |
| 10Y | +49.5% | +202.7% | -153.2% | -14.1% |
| All | +246.2% | +2,344.1% | -2,097.9% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling