+295.0%
UPS vs EWT
+502.5%
-207.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +9.1% | -5.3% | +0.7% |
| 30D | +17.4% | -12.2% | +29.6% | +21.9% |
| 3M | +8.2% | -9.4% | +17.6% | +10.8% |
| 6M | +17.9% | +2.7% | +15.3% | +14.8% |
| YTD | +18.7% | +53.3% | -34.6% | +0.2% |
| 1Y | +24.8% | +59.2% | -34.4% | +3.9% |
| 3Y | -4.5% | +157.1% | -161.6% | -33.4% |
| 5Y | -33.2% | +119.6% | -152.8% | -51.0% |
| 10Y | +44.2% | +446.9% | -402.7% | -21.8% |
| All | +295.0% | +502.5% | -207.5% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling