+36.0%
UPS vs A
+247.2%
-211.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -3.4% | -4.6% | +1.2% | -1.6% |
| 30D | -2.7% | -4.3% | +1.5% | -1.2% |
| 3M | -1.6% | +8.9% | -10.6% | -5.4% |
| 6M | +2.3% | +24.5% | -22.2% | -7.6% |
| YTD | +5.6% | +5.8% | -0.2% | +1.8% |
| 1Y | +27.1% | +16.2% | +10.8% | +17.2% |
| 3Y | -26.3% | +28.5% | -54.8% | -36.9% |
| 5Y | -34.5% | -16.3% | -18.1% | -33.8% |
| All | +36.0% | +247.2% | -211.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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