+255.0%
UPS vs ED
+992.1%
-737.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.7% | +2.1% | -0.4% | +1.0% |
| 30D | +17.4% | +12.4% | +5.0% | +12.8% |
| 3M | +7.7% | +13.1% | -5.4% | +3.2% |
| 6M | +13.8% | +14.1% | -0.2% | +8.5% |
| YTD | +17.3% | +23.1% | -5.8% | +8.6% |
| 1Y | +27.2% | +25.4% | +1.7% | +16.9% |
| 3Y | -5.6% | +47.9% | -53.5% | -19.5% |
| 5Y | -33.5% | +81.9% | -115.4% | -48.0% |
| 10Y | +43.7% | +141.3% | -97.6% | -2.0% |
| All | +255.0% | +992.1% | -737.1% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling