+26.1%
UPS vs ENB
+3.8%
+22.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +17.9% | +2.0% | +15.9% | +17.8% |
| 3M | +9.4% | -5.8% | +15.2% | +9.7% |
| 6M | +16.2% | -9.7% | +25.8% | +17.2% |
| YTD | +18.8% | +4.2% | +14.5% | +24.8% |
| 1Y | +26.1% | +3.2% | +22.9% | +32.0% |
| All | +26.1% | +3.8% | +22.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling