+30.6%
UPS vs EWZ
+7.8%
+22.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.5% |
| 7D | +8.2% | -4.1% | +12.3% | +8.7% |
| 30D | +22.7% | -25.0% | +47.7% | +26.5% |
| 3M | +6.4% | -10.6% | +17.1% | +6.1% |
| 6M | +22.6% | -16.6% | +39.2% | +23.8% |
| YTD | +20.7% | +2.5% | +18.2% | +17.8% |
| 1Y | +30.6% | +8.1% | +22.6% | +24.2% |
| All | +30.6% | +7.8% | +22.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling