-5.5%
ETN vs UPS
+29.9%
-35.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.7% | -14.6% | -10.6% |
| 7D | -10.1% | +8.2% | -18.4% | -11.6% |
| 30D | -18.4% | +22.7% | -41.1% | -22.1% |
| 3M | -20.4% | +6.4% | -26.9% | -21.1% |
| 6M | -16.0% | +22.6% | -38.6% | -20.7% |
| YTD | +11.8% | +20.7% | -8.9% | +5.5% |
| 1Y | -5.5% | +30.6% | -36.1% | -12.5% |
| All | -5.5% | +29.9% | -35.4% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling