-5.7%
UPS vs EAT
+467.5%
-473.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | +1.7% | -5.9% | +7.6% | +2.4% |
| 30D | +17.4% | +0.7% | +16.8% | +17.2% |
| 3M | +7.7% | -14.2% | +22.0% | +9.1% |
| 6M | +13.8% | +40.7% | -26.9% | +8.3% |
| YTD | +17.3% | +36.0% | -18.7% | +11.8% |
| 1Y | +27.2% | +83.1% | -55.9% | +17.7% |
| All | -5.7% | +467.5% | -473.1% | -31.1% |
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