+85.5%
ETN vs UPS
-26.3%
+111.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -2.0% | +5.5% | +4.0% |
| 30D | -7.5% | -2.0% | -5.6% | -7.1% |
| 3M | +8.3% | -6.2% | +14.6% | +9.7% |
| 6M | +20.2% | +2.8% | +17.4% | +19.0% |
| YTD | +34.7% | +5.9% | +28.8% | +32.5% |
| 1Y | +19.4% | +26.2% | -6.8% | +13.1% |
| 3Y | +85.5% | -26.0% | +111.5% | +93.1% |
| All | +85.5% | -26.3% | +111.8% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling