-25.9%
UPS vs ESI
+82.9%
-108.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -2.1% | +5.4% | -7.5% | -3.6% |
| 30D | -2.3% | -4.2% | +1.9% | -1.3% |
| 3M | -5.2% | -9.6% | +4.4% | -3.5% |
| 6M | +1.4% | +18.3% | -16.9% | -6.0% |
| YTD | +6.1% | +45.8% | -39.7% | -8.8% |
| 1Y | +27.0% | +39.2% | -12.2% | +10.2% |
| 3Y | -25.9% | +86.3% | -112.2% | -42.7% |
| All | -25.9% | +82.9% | -108.8% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling