+75.2%
UPS vs ESI
+224.6%
-149.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | -2.9% | +3.3% | -6.2% | -3.6% |
| 30D | -3.5% | -5.9% | +2.4% | -2.3% |
| 3M | -5.7% | -14.1% | +8.4% | -3.1% |
| 6M | -4.4% | +6.6% | -10.9% | -7.0% |
| YTD | +8.0% | +45.0% | -37.0% | -2.4% |
| 1Y | +29.0% | +41.5% | -12.4% | +16.9% |
| 3Y | -27.7% | +78.8% | -106.5% | -38.7% |
| 5Y | -34.3% | +70.9% | -105.2% | -44.3% |
| 10Y | +37.8% | +317.1% | -279.3% | -1.8% |
| All | +75.2% | +224.6% | -149.4% | +34.2% |
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