+208.1%
UPS vs EFV
+249.2%
-41.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.6% |
| 7D | +3.8% | +2.5% | +1.2% | +2.2% |
| 30D | +17.4% | +2.9% | +14.4% | +15.4% |
| 3M | +8.2% | -1.4% | +9.6% | +9.2% |
| 6M | +17.9% | +5.5% | +12.4% | +14.0% |
| YTD | +18.7% | +16.1% | +2.6% | +8.2% |
| 1Y | +24.8% | +20.3% | +4.5% | +11.3% |
| 3Y | -4.5% | +90.4% | -95.0% | -36.1% |
| 5Y | -33.2% | +93.5% | -126.7% | -55.7% |
| 10Y | +44.2% | +161.5% | -117.3% | -21.4% |
| All | +208.1% | +249.2% | -41.1% | +32.1% |
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 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