-34.6%
UPS vs EW
-28.5%
-6.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.1% |
| 7D | -2.1% | -4.4% | +2.3% | -1.3% |
| 30D | -2.3% | -3.3% | +1.0% | -1.7% |
| 3M | -5.2% | +1.0% | -6.2% | -5.5% |
| 6M | +1.4% | +6.2% | -4.8% | 0.0% |
| YTD | +6.1% | +1.7% | +4.4% | +5.5% |
| 1Y | +27.0% | +8.1% | +18.9% | +24.6% |
| 3Y | -25.9% | +17.1% | -43.0% | -31.4% |
| 5Y | -34.6% | -29.4% | -5.2% | -34.3% |
| All | -34.6% | -28.5% | -6.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling