-26.2%
UPS vs EFX
-12.7%
-13.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | -11.1% | +7.7% | -1.2% |
| 30D | -2.7% | -7.4% | +4.6% | -1.4% |
| 3M | -1.6% | +1.5% | -3.1% | -2.6% |
| 6M | +2.3% | -13.7% | +16.0% | +4.8% |
| YTD | +5.6% | -21.9% | +27.4% | +10.0% |
| 1Y | +27.1% | -30.8% | +57.8% | +35.9% |
| All | -26.2% | -12.7% | -13.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling