-34.6%
UPS vs EMR
+62.8%
-97.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -2.1% | +3.1% | -5.2% | -3.5% |
| 30D | -2.3% | -3.5% | +1.2% | -0.9% |
| 3M | -5.2% | +9.8% | -15.0% | -9.6% |
| 6M | +1.4% | +10.8% | -9.4% | -4.2% |
| YTD | +6.1% | +15.9% | -9.8% | -2.5% |
| 1Y | +27.0% | +16.4% | +10.6% | +15.8% |
| 3Y | -25.9% | +62.1% | -88.0% | -44.4% |
| 5Y | -34.6% | +62.9% | -97.5% | -53.9% |
| All | -34.6% | +62.8% | -97.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling