-25.9%
UPS vs EW
+14.1%
-40.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.3% |
| 7D | -2.1% | -4.4% | +2.3% | -1.5% |
| 30D | -2.3% | -3.3% | +1.0% | -1.9% |
| 3M | -5.2% | +1.0% | -6.2% | -5.4% |
| 6M | +1.4% | +6.2% | -4.8% | +0.5% |
| YTD | +6.1% | +1.7% | +4.4% | +5.7% |
| 1Y | +27.0% | +8.1% | +18.9% | +25.4% |
| 3Y | -25.9% | +17.1% | -43.0% | -34.5% |
| All | -25.9% | +14.1% | -40.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling