+36.4%
UPS vs ETR
+296.9%
-260.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | -2.0% | -1.8% | -0.2% | -1.5% |
| 3M | -6.2% | -3.6% | -2.7% | -5.3% |
| 6M | +2.8% | +2.6% | +0.2% | +1.6% |
| YTD | +5.9% | +16.0% | -10.1% | +0.8% |
| 1Y | +26.2% | +20.1% | +6.1% | +18.6% |
| 3Y | -26.0% | +143.6% | -169.6% | -46.2% |
| 5Y | -34.3% | +124.4% | -158.6% | -51.3% |
| All | +36.4% | +296.9% | -260.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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