+278.2%
UPS vs EW
+8,225.2%
-7,947.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.6% | +4.9% | -5.5% | -1.5% |
| 30D | +16.4% | +24.1% | -7.6% | +11.8% |
| 3M | +7.9% | +13.7% | -5.8% | +5.3% |
| 6M | +15.8% | +32.7% | -16.9% | +9.7% |
| YTD | +16.6% | +24.1% | -7.5% | +11.5% |
| 1Y | +22.3% | +23.6% | -1.3% | +17.0% |
| 3Y | -6.2% | +64.8% | -71.0% | -17.2% |
| 5Y | -34.4% | -8.8% | -25.6% | -36.1% |
| 10Y | +41.7% | +248.8% | -207.1% | +8.6% |
| All | +278.2% | +8,225.2% | -7,947.0% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling