+36.0%
UPS vs EMR
+274.4%
-238.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | -2.7% | -9.4% | +6.7% | +1.2% |
| 3M | -1.6% | +8.6% | -10.2% | -5.4% |
| 6M | +2.3% | +6.7% | -4.4% | -1.2% |
| YTD | +5.6% | +13.1% | -7.5% | -1.0% |
| 1Y | +27.1% | +12.7% | +14.3% | +18.8% |
| 3Y | -26.3% | +58.1% | -84.4% | -41.4% |
| 5Y | -34.5% | +63.6% | -98.1% | -49.3% |
| All | +36.0% | +274.4% | -238.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EMR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling