+253.1%
UPS vs EWT
+590.1%
-337.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.1% | +1.6% | -3.8% | -2.7% |
| 30D | -2.3% | +8.2% | -10.5% | -5.0% |
| 3M | -5.2% | +11.1% | -16.3% | -9.1% |
| 6M | +1.4% | +60.4% | -59.0% | -14.7% |
| YTD | +6.1% | +75.6% | -69.5% | -13.6% |
| 1Y | +27.0% | +91.3% | -64.3% | +0.1% |
| 3Y | -25.9% | +200.3% | -226.2% | -50.5% |
| 5Y | -34.6% | +156.4% | -191.0% | -54.0% |
| 10Y | +36.2% | +495.8% | -459.6% | -27.8% |
| All | +253.1% | +590.1% | -337.0% | +49.0% |
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 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