+45.9%
UPS vs ESI
+318.1%
-272.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | +3.8% | +5.5% | -1.7% | +2.0% |
| 30D | +17.4% | -7.8% | +25.1% | +19.7% |
| 3M | +8.2% | -15.0% | +23.2% | +12.7% |
| 6M | +17.9% | -24.9% | +42.8% | +26.5% |
| YTD | +18.7% | +33.2% | -14.5% | +3.8% |
| 1Y | +24.8% | +24.9% | -0.1% | +11.3% |
| 3Y | -4.5% | +77.8% | -82.3% | -26.4% |
| 5Y | -33.2% | +37.1% | -70.4% | -45.1% |
| All | +45.9% | +318.1% | -272.1% | -14.6% |
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