+30.6%
UPS vs ESI
+27.8%
+2.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.4% | +5.5% |
| 7D | +8.2% | -6.6% | +14.8% | +9.4% |
| 30D | +22.7% | -10.9% | +33.7% | +24.9% |
| 3M | +6.4% | -13.8% | +20.3% | +9.0% |
| 6M | +22.6% | -21.5% | +44.2% | +26.6% |
| YTD | +20.7% | +34.7% | -14.0% | +7.9% |
| 1Y | +30.6% | +24.9% | +5.7% | +19.3% |
| All | +30.6% | +27.8% | +2.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling