-16.2%
BA vs UPS
-4.2%
-12.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.5% |
| 7D | -1.1% | +3.8% | -4.9% | -2.1% |
| 30D | -7.1% | +17.4% | -24.5% | -11.2% |
| 3M | -25.5% | +8.2% | -33.7% | -27.2% |
| 6M | -28.7% | +17.9% | -46.7% | -32.4% |
| YTD | -21.0% | +18.7% | -39.7% | -25.6% |
| 1Y | -11.9% | +24.8% | -36.7% | -18.3% |
| 3Y | -16.2% | -4.5% | -11.6% | -20.0% |
| All | -16.2% | -4.2% | -12.0% | -20.0% |
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