+227.0%
UPS vs ES
+706.3%
-479.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -3.5% | -2.0% | -1.5% | -2.9% |
| 3M | -5.7% | +1.7% | -7.4% | -6.4% |
| 6M | -4.4% | -3.5% | -0.8% | -3.4% |
| YTD | +8.0% | +7.9% | +0.1% | +4.7% |
| 1Y | +29.0% | +17.2% | +11.9% | +20.6% |
| 3Y | -27.7% | +29.3% | -57.0% | -35.8% |
| 5Y | -34.3% | -5.7% | -28.6% | -35.4% |
| 10Y | +37.8% | +85.2% | -47.4% | +3.4% |
| All | +227.0% | +706.3% | -479.3% | +41.1% |
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