+36.4%
UPS vs EFV
+169.9%
-133.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -2.0% | +0.6% | -2.6% | -2.4% |
| 3M | -6.2% | +7.5% | -13.8% | -11.0% |
| 6M | +2.8% | +13.0% | -10.3% | -5.9% |
| YTD | +5.9% | +18.3% | -12.4% | -6.1% |
| 1Y | +26.2% | +26.7% | -0.5% | +6.6% |
| 3Y | -26.0% | +89.6% | -115.6% | -53.1% |
| 5Y | -34.3% | +98.2% | -132.5% | -59.8% |
| All | +36.4% | +169.9% | -133.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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