+16.0%
BX vs UPS
-33.5%
+49.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -8.9% | -3.4% | -5.5% | -7.0% |
| 30D | -14.8% | -2.7% | -12.0% | -13.3% |
| 3M | +6.9% | -1.6% | +8.6% | +7.4% |
| 6M | +16.3% | +2.3% | +13.9% | +12.7% |
| YTD | -16.1% | +5.6% | -21.7% | -21.0% |
| 1Y | -26.8% | +27.1% | -53.8% | -39.8% |
| 3Y | +22.4% | -26.3% | +48.7% | +40.9% |
| 5Y | +16.0% | -34.5% | +50.5% | +45.7% |
| All | +16.0% | -33.5% | +49.5% | +45.7% |
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