-34.4%
UPS vs EMR
+87.7%
-122.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | +2.7% | -3.2% | -1.8% |
| 30D | +16.4% | +2.1% | +14.4% | +15.3% |
| 3M | +7.9% | +2.3% | +5.7% | +6.5% |
| 6M | +15.8% | +22.5% | -6.7% | +4.6% |
| YTD | +16.6% | +27.2% | -10.6% | +2.3% |
| 1Y | +22.3% | +28.0% | -5.7% | +6.8% |
| 3Y | -6.2% | +103.4% | -109.6% | -38.2% |
| 5Y | -34.4% | +88.2% | -122.6% | -55.6% |
| All | -34.4% | +87.7% | -122.1% | -55.6% |
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