+259.3%
UPS vs EAT
+2,630.6%
-2,371.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | +3.8% | -4.0% | +7.8% | +4.4% |
| 30D | +17.4% | -2.9% | +20.2% | +17.7% |
| 3M | +8.2% | -16.9% | +25.1% | +10.9% |
| 6M | +17.9% | +57.0% | -39.0% | +8.5% |
| YTD | +18.7% | +38.2% | -19.5% | +10.9% |
| 1Y | +24.8% | +69.3% | -44.5% | +12.6% |
| 3Y | -4.5% | +483.0% | -487.5% | -32.3% |
| 5Y | -33.2% | +364.1% | -397.4% | -52.4% |
| 10Y | +44.2% | +320.8% | -276.6% | -6.6% |
| All | +259.3% | +2,630.6% | -2,371.2% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling