+26.5%
BAC vs UPS
+27.3%
-0.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.6% | -2.9% | +3.5% | +1.2% |
| 30D | -0.9% | -3.5% | +2.6% | -0.2% |
| 3M | +16.3% | -5.7% | +22.0% | +17.4% |
| 6M | +26.0% | -4.4% | +30.3% | +25.5% |
| YTD | +15.2% | +8.0% | +7.2% | +13.0% |
| 1Y | +26.5% | +29.0% | -2.5% | +21.8% |
| All | +26.5% | +27.3% | -0.8% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling