+254.7%
UPS vs ED
+984.0%
-729.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +17.3% | +11.6% | +5.7% | +13.0% |
| 3M | +7.9% | +10.5% | -2.7% | +4.2% |
| 6M | +13.7% | +13.2% | +0.5% | +8.7% |
| YTD | +17.2% | +22.1% | -5.0% | +8.8% |
| 1Y | +23.2% | +24.2% | -0.9% | +13.7% |
| 3Y | -5.9% | +46.9% | -52.8% | -19.6% |
| 5Y | -33.1% | +80.8% | -113.9% | -47.5% |
| 10Y | +44.3% | +134.3% | -89.9% | -0.5% |
| All | +254.7% | +984.0% | -729.3% | +56.4% |
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