-25.9%
UPS vs EMB
+30.2%
-56.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.5% |
| 30D | -2.3% | -0.5% | -1.8% | -1.7% |
| 3M | -5.2% | +0.3% | -5.5% | -5.5% |
| 6M | +1.4% | +1.2% | +0.2% | +0.2% |
| YTD | +6.1% | +1.5% | +4.6% | +4.6% |
| 1Y | +27.0% | +4.8% | +22.2% | +21.0% |
| 3Y | -25.9% | +30.4% | -56.3% | -40.4% |
| All | -25.9% | +30.2% | -56.1% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling