+45.9%
UPS vs EAT
+320.8%
-274.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | +3.8% | -4.0% | +7.8% | +4.3% |
| 30D | +17.4% | -2.9% | +20.2% | +17.6% |
| 3M | +8.2% | -16.9% | +25.1% | +10.2% |
| 6M | +17.9% | +57.0% | -39.0% | +10.8% |
| YTD | +18.7% | +38.2% | -19.5% | +12.8% |
| 1Y | +24.8% | +69.3% | -44.5% | +15.6% |
| 3Y | -4.5% | +483.0% | -487.5% | -25.9% |
| 5Y | -33.2% | +364.1% | -397.4% | -48.2% |
| All | +45.9% | +320.8% | -274.9% | +19.6% |
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