-25.9%
UPS vs EAT
+612.9%
-638.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | -2.1% | -4.9% | +2.8% | -1.6% |
| 30D | -2.3% | -1.2% | -1.1% | -2.4% |
| 3M | -5.2% | +52.2% | -57.5% | -10.3% |
| 6M | +1.4% | +65.0% | -63.6% | -5.2% |
| YTD | +6.1% | +55.0% | -48.9% | -0.2% |
| 1Y | +27.0% | +42.1% | -15.1% | +20.2% |
| 3Y | -25.9% | +614.7% | -640.6% | -47.3% |
| All | -25.9% | +612.9% | -638.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling