+1,227.8%
BE vs UPS
-35.0%
+1,262.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.1% |
| 7D | +23.9% | -3.7% | +27.6% | +26.5% |
| 30D | +27.8% | -3.7% | +31.6% | +30.5% |
| 3M | +3.7% | -6.6% | +10.3% | +7.8% |
| 6M | +78.0% | +2.6% | +75.4% | +75.5% |
| YTD | +209.9% | +4.8% | +205.1% | +198.3% |
| 1Y | +389.6% | +25.3% | +364.3% | +318.4% |
| 3Y | +1,730.6% | -26.9% | +1,757.4% | +2,003.8% |
| 5Y | +1,227.8% | -33.5% | +1,261.3% | +1,645.6% |
| All | +1,227.8% | -35.0% | +1,262.8% | +1,645.6% |
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