-33.1%
UPS vs EMB
+7.0%
-40.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +1.8% |
| 7D | +1.1% | +0.8% | +0.3% | +0.4% |
| 30D | +17.3% | +1.5% | +15.8% | +15.7% |
| 3M | +7.9% | -1.9% | +9.8% | +10.0% |
| 6M | +13.7% | -1.6% | +15.4% | +15.7% |
| YTD | +17.2% | 0.0% | +17.2% | +17.5% |
| 1Y | +23.2% | +1.1% | +22.2% | +22.4% |
| 3Y | -5.9% | +30.9% | -36.8% | -25.4% |
| 5Y | -33.1% | +7.1% | -40.1% | -37.7% |
| All | -33.1% | +7.0% | -40.1% | -37.7% |
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