+259.3%
UPS vs EIX
+409.8%
-150.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | +17.4% | +8.5% | +8.8% | +15.6% |
| 3M | +8.2% | -13.5% | +21.7% | +10.2% |
| 6M | +17.9% | -12.4% | +30.3% | +19.7% |
| YTD | +18.7% | +5.9% | +12.8% | +16.0% |
| 1Y | +24.8% | +7.6% | +17.2% | +21.5% |
| 3Y | -4.5% | +12.8% | -17.3% | -8.8% |
| 5Y | -33.2% | +19.2% | -52.4% | -37.2% |
| 10Y | +44.2% | +34.9% | +9.4% | +29.1% |
| All | +259.3% | +409.8% | -150.5% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling