+136.4%
BAC vs UPS
-26.6%
+162.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.8% |
| 30D | -0.7% | -2.3% | +1.6% | -0.1% |
| 3M | +16.9% | -5.2% | +22.1% | +18.3% |
| 6M | +29.6% | +1.4% | +28.2% | +28.0% |
| YTD | +15.3% | +6.1% | +9.1% | +12.1% |
| 1Y | +28.8% | +27.0% | +1.8% | +18.2% |
| 3Y | +136.4% | -25.9% | +162.3% | +139.4% |
| All | +136.4% | -26.6% | +162.9% | +139.4% |
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 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