+22.6%
BAC vs UPS
-33.1%
+55.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | +3.2% | +3.8% | -0.5% | +1.8% |
| 30D | -0.7% | +17.4% | -18.1% | -6.6% |
| 3M | -20.0% | +8.2% | -28.2% | -22.5% |
| 6M | +3.4% | +17.9% | -14.5% | -3.9% |
| YTD | -5.7% | +18.7% | -24.4% | -13.3% |
| 1Y | -1.4% | +24.8% | -26.3% | -11.3% |
| 3Y | +97.9% | -4.5% | +102.5% | +90.7% |
| All | +22.6% | -33.1% | +55.7% | +41.2% |
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