+1,244.2%
EWY vs UPS
+253.8%
+990.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.6% |
| 7D | +8.0% | -2.1% | +10.1% | +9.3% |
| 30D | +14.3% | -2.3% | +16.7% | +15.8% |
| 3M | +2.3% | -5.2% | +7.5% | +5.3% |
| 6M | +49.9% | +1.4% | +48.4% | +47.8% |
| YTD | +95.3% | +6.1% | +89.2% | +87.3% |
| 1Y | +161.7% | +27.0% | +134.7% | +124.6% |
| 3Y | +230.2% | -25.9% | +256.1% | +267.3% |
| 5Y | +148.1% | -34.6% | +182.7% | +185.8% |
| 10Y | +293.2% | +36.2% | +257.0% | +139.4% |
| All | +1,244.2% | +253.8% | +990.4% | +263.8% |
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 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