+26.1%
UPS vs EAT
+38.6%
-12.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.9% |
| 7D | -3.7% | -6.8% | +3.1% | -2.9% |
| 30D | -3.7% | -5.4% | +1.6% | -3.3% |
| 3M | -6.6% | +42.8% | -49.3% | -12.2% |
| 6M | +2.6% | +56.5% | -53.9% | -5.0% |
| YTD | +4.8% | +50.0% | -45.2% | -2.1% |
| All | +26.1% | +38.6% | -12.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling