+246.2%
UPS vs ES
+701.9%
-455.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.5% |
| 7D | 0.0% | +1.9% | -1.8% | -0.6% |
| 30D | +17.3% | +7.1% | +10.3% | +14.5% |
| 3M | +6.6% | -1.9% | +8.6% | +7.2% |
| 6M | +12.0% | +4.4% | +7.7% | +9.9% |
| YTD | +14.4% | +7.3% | +7.1% | +10.9% |
| 1Y | +23.3% | +2.1% | +21.2% | +21.2% |
| 3Y | -9.6% | +41.8% | -51.5% | -22.2% |
| 5Y | -34.1% | +1.4% | -35.6% | -36.8% |
| 10Y | +49.5% | +86.8% | -37.3% | +11.8% |
| All | +246.2% | +701.9% | -455.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling