+36.4%
UPS vs EAT
+374.9%
-338.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.0% | -7.7% | +5.7% | -1.0% |
| 30D | -2.0% | -13.6% | +11.6% | -0.3% |
| 3M | -6.2% | +33.9% | -40.1% | -9.9% |
| 6M | +2.8% | +47.2% | -44.4% | -2.7% |
| YTD | +5.9% | +48.1% | -42.2% | +0.1% |
| 1Y | +26.2% | +33.7% | -7.4% | +20.3% |
| 3Y | -26.0% | +595.8% | -621.8% | -43.7% |
| 5Y | -34.3% | +314.4% | -348.6% | -48.5% |
| All | +36.4% | +374.9% | -338.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling