-34.5%
UPS vs EWT
+144.9%
-179.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | -2.7% | +4.8% | -7.5% | -4.8% |
| 3M | -1.6% | +11.1% | -12.8% | -7.0% |
| 6M | +2.3% | +54.6% | -52.3% | -17.9% |
| YTD | +5.6% | +71.4% | -65.9% | -19.8% |
| 1Y | +27.1% | +82.1% | -55.0% | -6.6% |
| 3Y | -26.3% | +193.2% | -219.5% | -60.5% |
| 5Y | -34.5% | +146.1% | -180.6% | -61.7% |
| All | -34.5% | +144.9% | -179.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling