+45.9%
UPS vs EW
+254.3%
-208.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.5% |
| 7D | +3.8% | +4.9% | -1.1% | +2.5% |
| 30D | +17.4% | +23.9% | -6.6% | +11.0% |
| 3M | +8.2% | +15.8% | -7.6% | +4.0% |
| 6M | +17.9% | +31.7% | -13.7% | +9.6% |
| YTD | +18.7% | +25.7% | -7.0% | +11.2% |
| 1Y | +24.8% | +24.4% | +0.4% | +17.2% |
| 3Y | -4.5% | +65.9% | -70.4% | -21.1% |
| 5Y | -33.2% | -7.6% | -25.6% | -35.6% |
| All | +45.9% | +254.3% | -208.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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