+543.4%
BA vs UPS
+263.5%
+279.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.8% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | -7.9% | +17.3% | -25.3% | -15.5% |
| 3M | -25.3% | +6.6% | -31.9% | -28.3% |
| 6M | -24.6% | +12.0% | -36.6% | -29.9% |
| YTD | -20.1% | +14.4% | -34.5% | -27.2% |
| 1Y | -11.8% | +23.3% | -35.1% | -22.8% |
| 3Y | -10.1% | -9.6% | -0.5% | -11.7% |
| 5Y | -22.7% | -34.1% | +11.4% | -11.5% |
| 10Y | +35.1% | +49.5% | -14.4% | -8.0% |
| All | +543.4% | +263.5% | +279.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling