+128.5%
EEM vs UPS
+37.9%
+90.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +2.1% | -2.0% | +4.0% | +2.6% |
| 3M | +1.0% | -6.2% | +7.3% | +2.6% |
| 6M | +15.9% | +2.8% | +13.1% | +14.3% |
| YTD | +24.6% | +5.9% | +18.7% | +21.5% |
| 1Y | +32.3% | +26.2% | +6.0% | +21.8% |
| 3Y | +85.9% | -26.0% | +111.9% | +96.9% |
| 5Y | +45.4% | -34.3% | +79.6% | +57.1% |
| All | +128.5% | +37.9% | +90.6% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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