-32.7%
UPS vs EWT
+118.2%
-150.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +9.1% | -5.3% | +0.4% |
| 30D | +17.4% | -12.2% | +29.6% | +22.6% |
| 3M | +8.2% | -9.4% | +17.6% | +11.0% |
| 6M | +17.9% | +2.7% | +15.3% | +13.1% |
| YTD | +18.7% | +53.3% | -34.6% | -6.9% |
| 1Y | +24.8% | +59.2% | -34.4% | -4.0% |
| 3Y | -4.5% | +157.1% | -161.6% | -46.8% |
| All | -32.7% | +118.2% | -150.9% | -58.3% |
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