+911.5%
BE vs UPS
+27.5%
+884.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.5% | +8.0% |
| 7D | +20.0% | -2.9% | +22.9% | +21.9% |
| 30D | +7.9% | -3.5% | +11.4% | +10.0% |
| 3M | -13.2% | -5.7% | -7.5% | -10.1% |
| 6M | +53.5% | -4.4% | +57.8% | +57.2% |
| YTD | +191.0% | +8.0% | +183.0% | +175.8% |
| 1Y | +360.5% | +29.0% | +331.5% | +289.0% |
| 3Y | +1,568.0% | -27.7% | +1,595.7% | +1,812.7% |
| 5Y | +1,055.2% | -34.3% | +1,089.5% | +1,314.8% |
| All | +911.5% | +27.5% | +884.0% | +633.9% |
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