+36.0%
UPS vs EAT
+379.9%
-343.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | -6.2% | +2.8% | -2.7% |
| 30D | -2.7% | -3.0% | +0.3% | -2.6% |
| 3M | -1.6% | +45.6% | -47.3% | -6.4% |
| 6M | +2.3% | +53.5% | -51.2% | -3.6% |
| YTD | +5.6% | +49.6% | -44.0% | -0.3% |
| 1Y | +27.1% | +38.9% | -11.9% | +20.5% |
| 3Y | -26.3% | +589.7% | -616.0% | -43.9% |
| 5Y | -34.5% | +318.7% | -353.1% | -48.7% |
| All | +36.0% | +379.9% | -343.9% | +9.2% |
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