+36.4%
UPS vs EWZ
+94.8%
-58.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.0% | +0.9% | -2.8% | -2.2% |
| 30D | -2.0% | +12.8% | -14.7% | -4.7% |
| 3M | -6.2% | +10.8% | -17.0% | -8.6% |
| 6M | +2.8% | +2.5% | +0.3% | +1.9% |
| YTD | +5.9% | +21.4% | -15.5% | +0.9% |
| 1Y | +26.2% | +32.8% | -6.5% | +17.6% |
| 3Y | -26.0% | +45.2% | -71.2% | -33.0% |
| 5Y | -34.3% | +63.0% | -97.3% | -43.1% |
| All | +36.4% | +94.8% | -58.4% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling