+259.3%
UPS vs ETR
+2,047.6%
-1,788.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +8.2% | +4.6% | +3.6% | +6.9% |
| 6M | +17.9% | +0.1% | +17.8% | +17.7% |
| YTD | +18.7% | +23.2% | -4.5% | +11.6% |
| 1Y | +24.8% | +20.6% | +4.2% | +18.0% |
| 3Y | -4.5% | +156.3% | -160.8% | -28.2% |
| 5Y | -33.2% | +159.6% | -192.9% | -50.4% |
| 10Y | +44.2% | +377.1% | -332.8% | -10.8% |
| All | +259.3% | +2,047.6% | -1,788.2% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling