-26.8%
UPS vs ETR
+148.1%
-174.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -3.7% | +2.0% | -5.8% | -4.0% |
| 3M | -6.6% | -1.7% | -4.9% | -6.3% |
| 6M | +2.6% | +3.6% | -1.0% | +2.0% |
| YTD | +4.8% | +18.0% | -13.3% | +2.3% |
| 1Y | +25.3% | +26.2% | -1.0% | +20.7% |
| All | -26.8% | +148.1% | -174.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling