+255.0%
UPS vs EL
+603.5%
-348.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +1.7% | +7.6% | -5.9% | -0.3% |
| 30D | +17.4% | +15.7% | +1.7% | +12.7% |
| 3M | +7.7% | +30.5% | -22.8% | -0.7% |
| 6M | +13.8% | +32.5% | -18.7% | +3.9% |
| YTD | +17.3% | +9.4% | +7.8% | +11.1% |
| 1Y | +27.2% | +28.4% | -1.2% | +14.9% |
| 3Y | -5.6% | +4.4% | -10.1% | -14.7% |
| 5Y | -33.5% | -64.5% | +31.0% | -19.4% |
| 10Y | +43.7% | +64.9% | -21.2% | +8.5% |
| All | +255.0% | +603.5% | -348.5% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling