-33.5%
UPS vs EMB
+7.1%
-40.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -0.3% | -3.5% | -3.5% |
| 3M | -6.6% | -0.3% | -6.3% | -6.2% |
| 6M | +2.6% | +0.7% | +1.8% | +2.0% |
| YTD | +4.8% | +1.3% | +3.5% | +3.8% |
| 1Y | +25.3% | +4.7% | +20.6% | +20.4% |
| 3Y | -26.9% | +30.1% | -56.9% | -41.7% |
| 5Y | -33.5% | +6.9% | -40.4% | -41.6% |
| All | -33.5% | +7.1% | -40.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling