-25.9%
UPS vs EIX
0.0%
-25.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -2.3% | -13.5% | +11.2% | -0.1% |
| 3M | -5.2% | -15.3% | +10.0% | -2.7% |
| 6M | +1.4% | -15.3% | +16.7% | +3.9% |
| YTD | +6.1% | +2.7% | +3.4% | +2.9% |
| 1Y | +27.0% | +17.4% | +9.5% | +18.0% |
| 3Y | -25.9% | -1.3% | -24.6% | -32.2% |
| All | -25.9% | 0.0% | -25.9% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling