-0.9%
BA vs UPS
-34.4%
+33.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +1.2% | -2.9% | +4.0% | +2.3% |
| 30D | -11.6% | -3.5% | -8.1% | -10.5% |
| 3M | -2.4% | -5.7% | +3.3% | -0.7% |
| 6M | -6.6% | -4.4% | -2.3% | -5.9% |
| YTD | -2.2% | +8.0% | -10.3% | -6.3% |
| 1Y | -8.0% | +29.0% | -37.1% | -18.0% |
| 3Y | -5.0% | -27.7% | +22.7% | +3.0% |
| All | -0.9% | -34.4% | +33.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling