-33.5%
UPS vs EL
-68.4%
+34.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.6% |
| 7D | -3.7% | -2.4% | -1.3% | -3.2% |
| 30D | -3.7% | +13.7% | -17.4% | -6.9% |
| 3M | -6.6% | +14.5% | -21.0% | -9.9% |
| 6M | +2.6% | +7.4% | -4.8% | -0.5% |
| YTD | +4.8% | -4.7% | +9.5% | +3.8% |
| 1Y | +25.3% | +12.9% | +12.3% | +18.0% |
| 3Y | -26.9% | -32.2% | +5.4% | -24.8% |
| 5Y | -33.5% | -68.4% | +34.9% | -12.8% |
| All | -33.5% | -68.4% | +34.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling