+36.0%
UPS vs ED
+109.0%
-73.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.4% | -1.9% | -1.6% | -2.9% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | -1.6% | 0.0% | -1.6% | -1.7% |
| 6M | +2.3% | -2.5% | +4.8% | +2.8% |
| YTD | +5.6% | +10.1% | -4.5% | +2.1% |
| 1Y | +27.1% | +13.6% | +13.5% | +21.4% |
| 3Y | -26.3% | +32.4% | -58.7% | -34.2% |
| 5Y | -34.5% | +69.9% | -104.3% | -46.8% |
| All | +36.0% | +109.0% | -73.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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