+36.4%
UPS vs EL
+26.1%
+10.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.0% | -6.5% | +4.5% | -0.2% |
| 30D | -2.0% | +11.1% | -13.1% | -5.2% |
| 3M | -6.2% | +10.7% | -16.9% | -9.4% |
| 6M | +2.8% | +6.9% | -4.1% | -0.7% |
| YTD | +5.9% | -6.3% | +12.2% | +5.1% |
| 1Y | +26.2% | +13.5% | +12.8% | +17.5% |
| 3Y | -26.0% | -33.1% | +7.1% | -23.7% |
| 5Y | -34.3% | -68.8% | +34.5% | -13.4% |
| All | +36.4% | +26.1% | +10.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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