+45.9%
UPS vs EFX
+80.5%
-34.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +17.4% | +25.1% | -7.8% | +9.3% |
| 3M | +8.2% | +1.7% | +6.5% | +7.1% |
| 6M | +17.9% | +18.4% | -0.4% | +10.4% |
| YTD | +18.7% | -12.5% | +31.2% | +20.9% |
| 1Y | +24.8% | -8.1% | +32.9% | +25.0% |
| 3Y | -4.5% | +4.8% | -9.3% | -12.2% |
| 5Y | -33.2% | -30.1% | -3.1% | -31.2% |
| All | +45.9% | +80.5% | -34.6% | +7.4% |
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