+262.8%
UPS vs EWZ
+436.1%
-173.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.9% | +6.5% | -9.4% | -4.4% |
| 30D | -3.5% | +4.8% | -8.4% | -4.7% |
| 3M | -5.7% | +9.9% | -15.6% | -7.9% |
| 6M | -4.4% | +1.9% | -6.3% | -5.1% |
| YTD | +8.0% | +20.3% | -12.3% | +2.9% |
| 1Y | +29.0% | +35.6% | -6.6% | +19.2% |
| 3Y | -27.7% | +43.4% | -71.2% | -34.7% |
| 5Y | -34.3% | +55.9% | -90.3% | -43.0% |
| 10Y | +37.8% | +84.2% | -46.4% | +6.4% |
| All | +262.8% | +436.1% | -173.3% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling