+227.0%
UPS vs EFX
+1,328.5%
-1,101.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | +1.0% |
| 7D | -2.9% | -8.6% | +5.8% | +0.1% |
| 30D | -3.5% | +0.1% | -3.6% | -3.7% |
| 3M | -5.7% | +3.8% | -9.6% | -7.9% |
| 6M | -4.4% | -13.5% | +9.1% | -1.0% |
| YTD | +8.0% | -17.7% | +25.7% | +12.8% |
| 1Y | +29.0% | -25.6% | +54.6% | +38.8% |
| 3Y | -27.7% | -12.1% | -15.6% | -29.2% |
| 5Y | -34.3% | -33.8% | -0.5% | -30.4% |
| 10Y | +37.8% | +45.1% | -7.4% | +3.8% |
| All | +227.0% | +1,328.5% | -1,101.5% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling