+44.3%
UPS vs ESI
+323.9%
-279.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | 0.0% |
| 7D | -1.6% | +1.8% | -3.5% | -2.3% |
| 30D | +17.9% | -6.6% | +24.5% | +19.8% |
| 3M | +9.4% | -9.4% | +18.8% | +11.6% |
| 6M | +16.2% | -24.1% | +40.3% | +24.2% |
| YTD | +18.8% | +37.1% | -18.4% | +2.9% |
| 1Y | +26.1% | +24.5% | +1.6% | +12.6% |
| 3Y | -4.5% | +83.2% | -87.6% | -27.0% |
| 5Y | -33.2% | +44.0% | -77.2% | -45.9% |
| 10Y | +44.3% | +332.8% | -288.5% | -16.3% |
| All | +44.3% | +323.9% | -279.6% | -16.3% |
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 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