+196.1%
UPS vs EMB
+126.5%
+69.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +16.4% | +0.5% | +15.9% | +16.2% |
| 3M | +7.9% | -2.5% | +10.4% | +9.6% |
| 6M | +15.8% | -2.0% | +17.9% | +17.4% |
| YTD | +16.6% | -0.9% | +17.4% | +17.4% |
| 1Y | +22.3% | -0.3% | +22.6% | +22.8% |
| 3Y | -6.2% | +29.2% | -35.4% | -18.6% |
| 5Y | -34.4% | +7.4% | -41.9% | -37.5% |
| 10Y | +41.7% | +35.8% | +5.9% | +22.3% |
| All | +196.1% | +126.5% | +69.5% | +97.0% |
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