+217.2%
UPS vs EQT
+1,515.6%
-1,298.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -3.7% | -2.0% | -1.7% | -3.3% |
| 30D | -3.7% | +1.0% | -4.8% | -3.9% |
| 3M | -6.6% | +4.0% | -10.6% | -7.4% |
| 6M | +2.6% | -11.7% | +14.3% | +4.4% |
| YTD | +4.8% | +2.8% | +2.0% | +3.5% |
| 1Y | +25.3% | +10.0% | +15.3% | +21.9% |
| 3Y | -26.9% | +34.1% | -61.0% | -33.2% |
| 5Y | -33.5% | +195.3% | -228.8% | -50.1% |
| 10Y | +36.1% | +51.6% | -15.5% | +5.3% |
| All | +217.2% | +1,515.6% | -1,298.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling