+36.1%
UPS vs ESI
+308.3%
-272.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -3.7% | +3.9% | -7.6% | -4.9% |
| 30D | -3.7% | -3.8% | 0.0% | -2.8% |
| 3M | -6.6% | -13.1% | +6.6% | -3.3% |
| 6M | +2.6% | +11.3% | -8.8% | -2.9% |
| YTD | +4.8% | +44.1% | -39.3% | -9.4% |
| 1Y | +25.3% | +40.3% | -15.1% | +8.8% |
| 3Y | -26.9% | +84.1% | -110.9% | -43.3% |
| 5Y | -33.5% | +75.8% | -109.3% | -48.5% |
| 10Y | +36.1% | +320.7% | -284.6% | -19.2% |
| All | +36.1% | +308.3% | -272.2% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling