-4.5%
UPS vs EFX
+4.8%
-9.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +17.4% | +25.1% | -7.8% | +12.0% |
| 3M | +8.2% | +1.7% | +6.5% | +7.4% |
| 6M | +17.9% | +18.4% | -0.4% | +12.9% |
| YTD | +18.7% | -12.5% | +31.2% | +20.6% |
| 1Y | +24.8% | -8.1% | +32.9% | +25.3% |
| 3Y | -4.5% | +4.8% | -9.3% | -17.4% |
| All | -4.5% | +4.8% | -9.4% | -17.4% |
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 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