+28.1%
BA vs UPS
+47.4%
-19.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -1.7% |
| 7D | -1.7% | +1.1% | -2.9% | -2.3% |
| 30D | -9.5% | +17.3% | -26.8% | -16.1% |
| 3M | -26.5% | +7.9% | -34.3% | -29.4% |
| 6M | -27.4% | +13.7% | -41.1% | -32.3% |
| YTD | -20.6% | +17.2% | -37.8% | -27.7% |
| 1Y | -11.4% | +23.2% | -34.7% | -21.3% |
| 3Y | -10.8% | -5.9% | -5.0% | -14.1% |
| 5Y | -21.9% | -33.1% | +11.1% | -11.5% |
| 10Y | +28.1% | +44.3% | -16.2% | -13.9% |
| All | +28.1% | +47.4% | -19.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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