+43.6%
EEM vs UPS
-33.5%
+77.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.4% |
| 7D | -0.7% | -3.4% | +2.7% | +0.2% |
| 30D | +2.4% | -2.7% | +5.1% | +3.1% |
| 3M | +4.2% | -1.6% | +5.8% | +4.3% |
| 6M | +14.8% | +2.3% | +12.4% | +13.5% |
| YTD | +23.1% | +5.6% | +17.5% | +20.6% |
| 1Y | +32.5% | +27.1% | +5.5% | +23.5% |
| 3Y | +85.9% | -26.3% | +112.2% | +94.9% |
| 5Y | +43.6% | -34.5% | +78.0% | +54.6% |
| All | +43.6% | -33.5% | +77.1% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling