-33.5%
UPS vs ENB
+52.8%
-86.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | +17.4% | +2.5% | +14.9% | +16.3% |
| 3M | +7.7% | -5.8% | +13.5% | +10.1% |
| 6M | +13.8% | -8.5% | +22.3% | +17.3% |
| YTD | +17.3% | +3.9% | +13.4% | +14.4% |
| 1Y | +27.2% | +3.7% | +23.5% | +24.0% |
| 3Y | -5.6% | +70.1% | -75.7% | -29.5% |
| 5Y | -33.5% | +53.2% | -86.7% | -47.7% |
| All | -33.5% | +52.8% | -86.3% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling