-26.8%
UPS vs EFV
+88.7%
-115.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.3% |
| 30D | -3.7% | 0.0% | -3.8% | -3.8% |
| 3M | -6.6% | +8.4% | -15.0% | -12.4% |
| 6M | +2.6% | +12.3% | -9.8% | -6.7% |
| YTD | +4.8% | +17.4% | -12.6% | -8.1% |
| 1Y | +25.3% | +27.1% | -1.8% | +3.1% |
| All | -26.8% | +88.7% | -115.5% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling