+164.3%
EWY vs UPS
+27.3%
+137.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.2% |
| 7D | +4.8% | -2.9% | +7.7% | +6.3% |
| 30D | +11.7% | -3.5% | +15.2% | +13.6% |
| 3M | -7.4% | -5.7% | -1.7% | -5.3% |
| 6M | +40.6% | -4.4% | +44.9% | +40.1% |
| YTD | +94.3% | +8.0% | +86.2% | +90.1% |
| 1Y | +164.3% | +29.0% | +135.2% | +141.8% |
| All | +164.3% | +27.3% | +137.0% | +141.8% |
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