+5,840.2%
ETN vs UPS
+235.6%
+5,604.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.9% |
| 7D | +3.0% | -3.4% | +6.4% | +4.9% |
| 30D | -10.9% | -2.7% | -8.2% | -9.7% |
| 3M | +9.2% | -1.6% | +10.9% | +9.5% |
| 6M | +13.9% | +2.3% | +11.6% | +11.2% |
| YTD | +29.5% | +5.6% | +24.0% | +23.8% |
| 1Y | +14.2% | +27.1% | -12.9% | -2.3% |
| 3Y | +79.9% | -26.3% | +106.2% | +97.4% |
| 5Y | +175.7% | -34.5% | +210.1% | +215.0% |
| 10Y | +693.2% | +37.1% | +656.1% | +427.3% |
| All | +5,840.2% | +235.6% | +5,604.6% | +2,236.3% |
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