-33.5%
UPS vs ESI
+74.4%
-107.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -3.7% | +3.9% | -7.6% | -5.0% |
| 30D | -3.7% | -3.8% | 0.0% | -2.7% |
| 3M | -6.6% | -13.1% | +6.6% | -3.1% |
| 6M | +2.6% | +11.3% | -8.8% | -4.0% |
| YTD | +4.8% | +44.1% | -39.3% | -12.1% |
| 1Y | +25.3% | +40.3% | -15.1% | +5.5% |
| 3Y | -26.9% | +84.1% | -110.9% | -47.3% |
| 5Y | -33.5% | +75.8% | -109.3% | -51.8% |
| All | -33.5% | +74.4% | -107.9% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling