+57.0%
T vs UPS
-34.3%
+91.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.1% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -2.9% | +16.4% | -19.4% | -4.7% |
| 3M | -7.5% | +7.9% | -15.4% | -8.4% |
| 6M | -9.9% | +15.8% | -25.7% | -11.8% |
| YTD | -6.4% | +16.6% | -23.0% | -8.9% |
| 1Y | -9.4% | +22.3% | -31.7% | -12.4% |
| 3Y | +64.9% | -6.2% | +71.1% | +63.9% |
| 5Y | +57.0% | -34.4% | +91.4% | +66.8% |
| All | +57.0% | -34.3% | +91.2% | +66.8% |
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