+37.9%
UPS vs ACWI
+226.7%
-188.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.3% |
| 30D | -3.5% | +0.9% | -4.4% | -4.2% |
| 3M | -5.7% | +2.4% | -8.1% | -7.7% |
| 6M | -4.4% | +12.4% | -16.7% | -13.7% |
| YTD | +8.0% | +15.2% | -7.1% | -4.7% |
| 1Y | +29.0% | +22.7% | +6.3% | +7.5% |
| 3Y | -27.7% | +75.8% | -103.5% | -56.4% |
| 5Y | -34.3% | +67.7% | -102.1% | -58.8% |
| All | +37.9% | +226.7% | -188.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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