+62.4%
EWY vs UPS
+29.9%
+32.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -3.7% |
| 7D | -8.3% | +8.2% | -16.5% | -11.2% |
| 30D | -20.5% | +22.7% | -43.3% | -27.2% |
| 3M | -11.1% | +6.4% | -17.5% | -13.0% |
| 6M | -7.0% | +22.6% | -29.6% | -14.0% |
| YTD | +56.5% | +20.7% | +35.8% | +47.4% |
| 1Y | +62.4% | +30.6% | +31.8% | +53.6% |
| All | +62.4% | +29.9% | +32.5% | +53.6% |
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