+36.4%
UPS vs EME
+1,362.1%
-1,325.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.7% |
| 7D | -2.0% | +3.5% | -5.5% | -2.8% |
| 30D | -2.0% | -6.3% | +4.4% | -0.6% |
| 3M | -6.2% | -3.8% | -2.5% | -6.1% |
| 6M | +2.8% | +8.5% | -5.7% | -0.3% |
| YTD | +5.9% | +27.8% | -21.9% | -1.7% |
| 1Y | +26.2% | +22.2% | +4.0% | +17.3% |
| 3Y | -26.0% | +253.5% | -279.5% | -51.7% |
| 5Y | -34.3% | +578.6% | -612.9% | -65.8% |
| All | +36.4% | +1,362.1% | -1,325.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling