-34.7%
UPS vs EOSE
-70.0%
+35.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -2.0% | +1.8% | -3.8% | -2.1% |
| 30D | -2.0% | -6.8% | +4.9% | -1.9% |
| 3M | -6.2% | -36.3% | +30.1% | -5.2% |
| 6M | +2.8% | -38.8% | +41.5% | +3.4% |
| YTD | +5.9% | -65.5% | +71.4% | +7.8% |
| 1Y | +26.2% | -45.3% | +71.5% | +24.9% |
| 3Y | -26.0% | +44.2% | -70.2% | -33.6% |
| All | -34.7% | -70.0% | +35.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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