+44.3%
UPS vs EMB
+36.3%
+8.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +17.9% | +1.5% | +16.4% | +16.6% |
| 3M | +9.4% | -1.6% | +11.0% | +10.9% |
| 6M | +16.2% | -1.5% | +17.7% | +17.8% |
| YTD | +18.8% | -0.1% | +18.8% | +19.1% |
| 1Y | +26.1% | +0.5% | +25.6% | +25.9% |
| 3Y | -4.5% | +30.2% | -34.7% | -21.7% |
| 5Y | -33.2% | +8.6% | -41.8% | -38.0% |
| 10Y | +44.3% | +36.9% | +7.4% | +24.1% |
| All | +44.3% | +36.3% | +8.0% | +24.1% |
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