+227.0%
UPS vs EL
+544.2%
-317.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | -3.5% | +19.8% | -23.3% | -8.7% |
| 3M | -5.7% | +25.7% | -31.4% | -12.1% |
| 6M | -4.4% | +5.4% | -9.8% | -7.3% |
| YTD | +8.0% | +0.2% | +7.8% | +5.1% |
| 1Y | +29.0% | +20.4% | +8.6% | +18.3% |
| 3Y | -27.7% | -32.1% | +4.4% | -26.2% |
| 5Y | -34.3% | -67.2% | +32.8% | -18.5% |
| 10Y | +37.8% | +31.7% | +6.0% | +11.0% |
| All | +227.0% | +544.2% | -317.2% | +44.0% |
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