+227.0%
UPS vs EMR
+1,004.0%
-777.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | -3.5% | -5.6% | +2.1% | -1.3% |
| 3M | -5.7% | +7.9% | -13.7% | -9.0% |
| 6M | -4.4% | +6.0% | -10.4% | -7.3% |
| YTD | +8.0% | +16.4% | -8.4% | +0.2% |
| 1Y | +29.0% | +16.6% | +12.4% | +19.2% |
| 3Y | -27.7% | +62.9% | -90.6% | -43.0% |
| 5Y | -34.3% | +60.1% | -94.4% | -48.2% |
| 10Y | +37.8% | +268.7% | -231.0% | -27.1% |
| All | +227.0% | +1,004.0% | -777.0% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling