+291.2%
BAC vs UPS
+243.4%
+47.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +3.1% |
| 30D | -0.4% | -3.5% | +3.1% | +1.9% |
| 3M | +16.9% | -5.7% | +22.6% | +20.3% |
| 6M | +26.6% | -4.4% | +31.0% | +27.6% |
| YTD | +15.8% | +8.0% | +7.8% | +6.7% |
| 1Y | +27.2% | +29.0% | -1.9% | +2.3% |
| 3Y | +132.4% | -27.7% | +160.1% | +165.4% |
| 5Y | +72.6% | -34.3% | +106.9% | +103.6% |
| 10Y | +389.7% | +37.8% | +351.9% | +183.2% |
| All | +291.2% | +243.4% | +47.9% | +11.0% |
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 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