+36.0%
UPS vs EMB
+30.4%
+5.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | -2.7% | -1.1% | -1.7% | -1.9% |
| 3M | -1.6% | -0.8% | -0.9% | -1.0% |
| 6M | +2.3% | -0.1% | +2.4% | +2.6% |
| YTD | +5.6% | +0.4% | +5.1% | +5.4% |
| 1Y | +27.1% | +3.3% | +23.8% | +24.2% |
| 3Y | -26.3% | +29.0% | -55.3% | -39.0% |
| 5Y | -34.5% | +6.3% | -40.8% | -38.5% |
| All | +36.0% | +30.4% | +5.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling