+43.7%
UPS vs ES
+87.3%
-43.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.7% | +0.9% | +0.9% | +1.4% |
| 30D | +17.4% | +5.9% | +11.5% | +15.1% |
| 3M | +7.7% | -1.0% | +8.8% | +8.0% |
| 6M | +13.8% | +7.2% | +6.7% | +10.8% |
| YTD | +17.3% | +7.0% | +10.3% | +14.0% |
| 1Y | +27.2% | +0.5% | +26.7% | +25.8% |
| 3Y | -5.6% | +48.7% | -54.3% | -20.1% |
| 5Y | -33.5% | +1.9% | -35.5% | -36.4% |
| 10Y | +43.7% | +89.2% | -45.5% | +23.6% |
| All | +43.7% | +87.3% | -43.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling