+174.5%
UPS vs ET
+1,435.7%
-1,261.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -2.3% | +6.9% | -9.2% | -3.4% |
| 3M | -5.2% | +13.1% | -18.3% | -7.1% |
| 6M | +1.4% | +18.7% | -17.3% | -1.5% |
| YTD | +6.1% | +37.4% | -31.3% | +0.6% |
| 1Y | +27.0% | +34.8% | -7.8% | +20.6% |
| 3Y | -25.9% | +96.8% | -122.7% | -34.2% |
| 5Y | -34.6% | +238.2% | -272.8% | -46.9% |
| 10Y | +36.2% | +159.4% | -123.3% | +10.1% |
| All | +174.5% | +1,435.7% | -1,261.2% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling