+148.7%
EWY vs UPS
-34.8%
+183.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -0.1% | -2.0% | +1.9% | +0.6% |
| 30D | +7.3% | -2.0% | +9.3% | +8.0% |
| 3M | -5.1% | -6.2% | +1.1% | -3.2% |
| 6M | +42.1% | +2.8% | +39.3% | +40.6% |
| YTD | +94.1% | +5.9% | +88.2% | +90.3% |
| 1Y | +147.8% | +26.2% | +121.6% | +129.4% |
| 3Y | +222.9% | -26.0% | +248.9% | +244.6% |
| All | +148.7% | -34.8% | +183.5% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling