-33.5%
UPS vs EL
-64.5%
+31.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +1.7% | +7.6% | -5.9% | 0.0% |
| 30D | +17.4% | +15.7% | +1.7% | +13.4% |
| 3M | +7.7% | +30.5% | -22.8% | +0.6% |
| 6M | +13.8% | +32.5% | -18.7% | +5.5% |
| YTD | +17.3% | +9.4% | +7.8% | +12.3% |
| 1Y | +27.2% | +28.4% | -1.2% | +16.6% |
| 3Y | -5.6% | +4.4% | -10.1% | -14.5% |
| 5Y | -33.5% | -64.5% | +31.0% | -12.1% |
| All | -33.5% | -64.5% | +31.0% | -12.1% |
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