-32.7%
UPS vs ETR
+157.6%
-190.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.8% | +1.2% | +2.6% | +3.5% |
| 30D | +17.4% | +7.0% | +10.3% | +15.5% |
| 3M | +8.2% | +4.6% | +3.6% | +7.0% |
| 6M | +17.9% | +0.1% | +17.8% | +17.8% |
| YTD | +18.7% | +23.2% | -4.5% | +12.4% |
| 1Y | +24.8% | +20.6% | +4.2% | +18.8% |
| 3Y | -4.5% | +156.3% | -160.8% | -30.9% |
| All | -32.7% | +157.6% | -190.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling