+391.9%
BAC vs UPS
+37.5%
+354.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | -0.3% | -3.4% | +3.2% | +1.4% |
| 30D | -1.8% | -2.7% | +1.0% | -0.5% |
| 3M | +15.3% | -1.6% | +16.9% | +15.4% |
| 6M | +30.2% | +2.3% | +27.8% | +27.0% |
| YTD | +15.6% | +5.6% | +10.0% | +10.6% |
| 1Y | +27.5% | +27.1% | +0.4% | +10.6% |
| 3Y | +137.0% | -26.3% | +163.3% | +161.0% |
| 5Y | +75.6% | -34.5% | +110.1% | +102.3% |
| All | +391.9% | +37.5% | +354.4% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling