-33.5%
UPS vs EIX
+24.3%
-57.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.5% |
| 7D | -3.7% | +4.1% | -7.8% | -4.7% |
| 30D | -3.7% | -15.3% | +11.6% | -0.9% |
| 3M | -6.6% | -18.4% | +11.9% | -2.8% |
| 6M | +2.6% | -16.8% | +19.4% | +5.8% |
| YTD | +4.8% | -0.6% | +5.3% | +2.2% |
| 1Y | +25.3% | +10.7% | +14.6% | +17.9% |
| 3Y | -26.9% | -4.5% | -22.4% | -29.9% |
| 5Y | -33.5% | +24.0% | -57.5% | -41.1% |
| All | -33.5% | +24.3% | -57.8% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling