-34.6%
UPS vs ENB
+71.0%
-105.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | -2.1% | -0.5% | -1.7% | -2.0% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | -5.2% | -7.5% | +2.3% | -2.5% |
| 6M | +1.4% | -4.1% | +5.5% | +2.7% |
| YTD | +6.1% | +9.8% | -3.7% | +1.5% |
| 1Y | +27.0% | +8.7% | +18.3% | +21.8% |
| 3Y | -25.9% | +79.0% | -104.9% | -45.2% |
| 5Y | -34.6% | +69.1% | -103.7% | -50.6% |
| All | -34.6% | +71.0% | -105.6% | -50.6% |
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