+393.0%
EFA vs UPS
+281.3%
+111.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | +1.2% | -2.1% | +3.3% | +2.2% |
| 30D | -0.7% | -2.3% | +1.6% | +0.3% |
| 3M | +6.4% | -5.2% | +11.6% | +8.4% |
| 6M | +11.4% | +1.4% | +10.0% | +9.2% |
| YTD | +14.0% | +6.1% | +7.9% | +9.0% |
| 1Y | +20.2% | +27.0% | -6.8% | +4.6% |
| 3Y | +68.2% | -25.9% | +94.1% | +82.7% |
| 5Y | +54.8% | -34.6% | +89.4% | +73.4% |
| 10Y | +142.4% | +36.2% | +106.2% | +56.4% |
| All | +393.0% | +281.3% | +111.7% | +51.7% |
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