+227.0%
UPS vs ECL
+2,164.2%
-1,937.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -2.6% | -0.3% | -1.8% |
| 30D | -3.5% | -2.2% | -1.3% | -2.6% |
| 3M | -5.7% | +10.1% | -15.8% | -9.7% |
| 6M | -4.4% | -5.7% | +1.4% | -2.3% |
| YTD | +8.0% | +7.0% | +1.1% | +4.6% |
| 1Y | +29.0% | +2.7% | +26.4% | +26.5% |
| 3Y | -27.7% | +57.7% | -85.4% | -41.7% |
| 5Y | -34.3% | +31.1% | -65.5% | -43.6% |
| 10Y | +37.8% | +150.9% | -113.1% | -14.3% |
| All | +227.0% | +2,164.2% | -1,937.2% | -5.0% |
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