+25.3%
UPS vs EL
+12.1%
+13.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.9% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | -3.7% | +13.7% | -17.4% | -5.4% |
| 3M | -6.6% | +14.5% | -21.0% | -8.3% |
| 6M | +2.6% | +7.4% | -4.8% | +1.0% |
| YTD | +4.8% | -4.7% | +9.5% | +4.2% |
| 1Y | +25.3% | +12.9% | +12.3% | +21.5% |
| All | +25.3% | +12.1% | +13.2% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling