+36.4%
UPS vs EWT
+523.5%
-487.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | -2.0% | -1.1% | -0.8% | -1.5% |
| 30D | -2.0% | +4.5% | -6.4% | -4.0% |
| 3M | -6.2% | +8.3% | -14.5% | -10.5% |
| 6M | +2.8% | +54.2% | -51.5% | -18.3% |
| YTD | +5.9% | +74.6% | -68.7% | -21.1% |
| 1Y | +26.2% | +84.9% | -58.7% | -9.0% |
| 3Y | -26.0% | +197.5% | -223.5% | -59.7% |
| 5Y | -34.3% | +150.6% | -184.9% | -61.1% |
| All | +36.4% | +523.5% | -487.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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