+89.0%
UPS vs ESI
+200.4%
-111.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -0.6% | +8.3% | -8.9% | -2.4% |
| 30D | +16.4% | -10.4% | +26.9% | +18.9% |
| 3M | +7.9% | -13.2% | +21.1% | +10.6% |
| 6M | +15.8% | -23.9% | +39.7% | +21.5% |
| YTD | +16.6% | +34.2% | -17.6% | +6.5% |
| 1Y | +22.3% | +22.2% | +0.1% | +14.0% |
| 3Y | -6.2% | +79.2% | -85.4% | -20.8% |
| 5Y | -34.4% | +38.1% | -72.5% | -42.3% |
| 10Y | +41.7% | +323.6% | -281.9% | +1.4% |
| All | +89.0% | +200.4% | -111.3% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling