-34.6%
UPS vs ED
+71.7%
-106.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | -5.2% | +4.6% | -9.9% | -6.2% |
| 6M | +1.4% | -2.0% | +3.4% | +1.7% |
| YTD | +6.1% | +11.7% | -5.6% | +3.2% |
| 1Y | +27.0% | +15.7% | +11.3% | +22.2% |
| 3Y | -25.9% | +34.4% | -60.3% | -33.5% |
| 5Y | -34.6% | +67.3% | -101.9% | -43.0% |
| All | -34.6% | +71.7% | -106.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling