+856.1%
EEM vs UPS
+262.5%
+593.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | +3.1% | -2.1% | +5.2% | +4.3% |
| 30D | +4.9% | -2.3% | +7.2% | +6.2% |
| 3M | +5.2% | -5.2% | +10.4% | +7.6% |
| 6M | +20.7% | +1.4% | +19.3% | +18.0% |
| YTD | +26.5% | +6.1% | +20.4% | +19.8% |
| 1Y | +37.8% | +27.0% | +10.9% | +16.7% |
| 3Y | +91.0% | -25.9% | +116.9% | +109.6% |
| 5Y | +47.0% | -34.6% | +81.6% | +65.5% |
| 10Y | +125.6% | +36.2% | +89.4% | +24.9% |
| All | +856.1% | +262.5% | +593.6% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling