-34.9%
UPS vs EQT
+197.4%
-232.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | -2.7% | +1.1% | -3.8% | -2.8% |
| 3M | -1.6% | +4.8% | -6.4% | -2.2% |
| 6M | +2.3% | -10.6% | +12.9% | +3.2% |
| YTD | +5.6% | +3.4% | +2.1% | +4.7% |
| 1Y | +27.1% | +8.7% | +18.4% | +25.2% |
| 3Y | -26.3% | +35.0% | -61.3% | -30.8% |
| All | -34.9% | +197.4% | -232.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling