-4.5%
UPS vs EWT
+157.5%
-162.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +9.1% | -5.3% | +1.4% |
| 30D | +17.4% | -12.2% | +29.6% | +21.1% |
| 3M | +8.2% | -9.4% | +17.6% | +10.2% |
| 6M | +17.9% | +2.7% | +15.3% | +14.2% |
| YTD | +18.7% | +53.3% | -34.6% | -1.0% |
| 1Y | +24.8% | +59.2% | -34.4% | +2.6% |
| 3Y | -4.5% | +157.1% | -161.6% | -41.0% |
| All | -4.5% | +157.5% | -162.0% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling