+36.4%
UPS vs ET
+177.0%
-140.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -2.0% | +2.9% | -4.8% | -2.5% |
| 3M | -6.2% | +16.8% | -23.0% | -9.1% |
| 6M | +2.8% | +18.9% | -16.1% | -0.9% |
| YTD | +5.9% | +37.7% | -31.8% | -0.9% |
| 1Y | +26.2% | +32.4% | -6.2% | +19.0% |
| 3Y | -26.0% | +99.5% | -125.5% | -36.2% |
| 5Y | -34.3% | +244.0% | -278.2% | -49.1% |
| All | +36.4% | +177.0% | -140.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling