+175.4%
UPS vs EFV
+256.4%
-80.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -2.1% | +1.0% | -3.1% | -2.7% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -5.2% | +9.6% | -14.8% | -10.4% |
| 6M | +1.4% | +14.0% | -12.6% | -6.6% |
| YTD | +6.1% | +18.5% | -12.3% | -4.5% |
| 1Y | +27.0% | +27.9% | -0.9% | +8.9% |
| 3Y | -25.9% | +92.4% | -118.4% | -50.7% |
| 5Y | -34.6% | +97.2% | -131.7% | -57.2% |
| 10Y | +36.2% | +163.0% | -126.9% | -26.2% |
| All | +175.4% | +256.4% | -80.9% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling