-34.5%
UPS vs EFX
-37.1%
+2.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | -11.1% | +7.7% | -0.2% |
| 30D | -2.7% | -7.4% | +4.6% | -0.8% |
| 3M | -1.6% | +1.5% | -3.1% | -3.0% |
| 6M | +2.3% | -13.7% | +16.0% | +5.6% |
| YTD | +5.6% | -21.9% | +27.4% | +11.5% |
| 1Y | +27.1% | -30.8% | +57.8% | +39.0% |
| 3Y | -26.3% | -12.4% | -13.9% | -29.2% |
| 5Y | -34.5% | -35.9% | +1.5% | -34.2% |
| All | -34.5% | -37.1% | +2.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling