+174.4%
UPS vs EMB
+132.1%
+42.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | -0.3% | -3.2% | -3.3% |
| 3M | -5.7% | -0.4% | -5.3% | -5.4% |
| 6M | -4.4% | +0.1% | -4.5% | -4.3% |
| YTD | +8.0% | +1.6% | +6.4% | +7.2% |
| 1Y | +29.0% | +5.6% | +23.4% | +25.2% |
| 3Y | -27.7% | +29.8% | -57.5% | -37.5% |
| 5Y | -34.3% | +7.3% | -41.6% | -37.6% |
| 10Y | +37.8% | +30.4% | +7.4% | +20.3% |
| All | +174.4% | +132.1% | +42.3% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling