+36.4%
UPS vs EIX
+19.9%
+16.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | -2.0% | -19.3% | +17.4% | +2.5% |
| 3M | -6.2% | -21.7% | +15.4% | -1.3% |
| 6M | +2.8% | -19.8% | +22.6% | +7.3% |
| YTD | +5.9% | -3.0% | +8.9% | +4.5% |
| 1Y | +26.2% | +5.1% | +21.1% | +21.4% |
| 3Y | -26.0% | -7.0% | -19.0% | -27.6% |
| 5Y | -34.3% | +22.0% | -56.3% | -41.0% |
| All | +36.4% | +19.9% | +16.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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