-26.6%
U vs UPS
-10.7%
-15.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +7.6% | +16.4% | -8.8% | -2.5% |
| 3M | +12.7% | +7.9% | +4.8% | +6.5% |
| 6M | +87.0% | +15.8% | +71.1% | +66.5% |
| YTD | +13.6% | +16.6% | -3.0% | -2.3% |
| 1Y | +25.3% | +22.3% | +3.0% | +3.8% |
| 3Y | +85.8% | -6.2% | +92.0% | +74.3% |
| 5Y | -74.5% | -34.4% | -40.1% | -67.5% |
| All | -26.6% | -10.7% | -15.9% | -29.3% |
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