+227.0%
UPS vs EAT
+3,069.6%
-2,842.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | +1.9% | -5.4% | -4.0% |
| 3M | -5.7% | +68.7% | -74.4% | -13.8% |
| 6M | -4.4% | +66.9% | -71.3% | -12.8% |
| YTD | +8.0% | +60.4% | -52.4% | -1.1% |
| 1Y | +29.0% | +44.0% | -15.0% | +19.6% |
| 3Y | -27.7% | +604.7% | -632.4% | -50.2% |
| 5Y | -34.3% | +347.0% | -381.4% | -52.9% |
| 10Y | +37.8% | +390.8% | -353.0% | -12.7% |
| All | +227.0% | +3,069.6% | -2,842.6% | +21.8% |
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