+44.3%
UPS vs EW
+242.2%
-197.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.8% |
| 7D | -1.6% | +6.5% | -8.1% | -3.2% |
| 30D | +17.9% | +22.5% | -4.5% | +11.9% |
| 3M | +9.4% | +13.0% | -3.6% | +5.9% |
| 6M | +16.2% | +37.1% | -20.9% | +6.8% |
| YTD | +18.8% | +24.1% | -5.4% | +11.7% |
| 1Y | +26.1% | +24.2% | +1.9% | +18.4% |
| 3Y | -4.5% | +64.8% | -69.2% | -20.9% |
| 5Y | -33.2% | -7.4% | -25.8% | -35.7% |
| 10Y | +44.3% | +248.8% | -204.5% | +1.2% |
| All | +44.3% | +242.2% | -197.9% | +1.2% |
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