+36.4%
UPS vs EFX
+42.6%
-6.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.0% | -4.5% | +2.6% | -0.6% |
| 30D | -2.0% | -6.1% | +4.1% | -0.3% |
| 3M | -6.2% | +6.2% | -12.4% | -8.8% |
| 6M | +2.8% | -11.2% | +14.0% | +5.2% |
| YTD | +5.9% | -21.4% | +27.3% | +11.8% |
| 1Y | +26.2% | -34.3% | +60.6% | +40.8% |
| 3Y | -26.0% | -12.5% | -13.5% | -27.7% |
| 5Y | -34.3% | -35.6% | +1.3% | -30.6% |
| All | +36.4% | +42.6% | -6.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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