-16.1%
BA vs UPS
-5.9%
-10.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -8.0% | +16.4% | -24.5% | -11.9% |
| 3M | -25.8% | +7.9% | -33.7% | -27.5% |
| 6M | -27.6% | +15.8% | -43.4% | -31.0% |
| YTD | -21.0% | +16.6% | -37.6% | -25.2% |
| 1Y | -12.3% | +22.3% | -34.6% | -18.2% |
| All | -16.1% | -5.9% | -10.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling