+294.7%
C vs UPS
+35.1%
+259.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.4% |
| 7D | +2.6% | -3.7% | +6.3% | +4.4% |
| 30D | +1.9% | -3.7% | +5.6% | +3.7% |
| 3M | +2.8% | -6.6% | +9.4% | +5.5% |
| 6M | +30.6% | +2.6% | +28.0% | +27.5% |
| YTD | +19.9% | +4.8% | +15.1% | +15.4% |
| 1Y | +44.6% | +25.3% | +19.3% | +26.6% |
| 3Y | +272.1% | -26.9% | +299.0% | +311.0% |
| 5Y | +132.0% | -33.5% | +165.5% | +163.0% |
| 10Y | +294.7% | +36.1% | +258.6% | +147.9% |
| All | +294.7% | +35.1% | +259.6% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling