+37.8%
UPS vs B
+197.0%
-159.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | -2.3% | +1.4% | -3.7% | -2.4% |
| 3M | -5.2% | +12.2% | -17.4% | -5.9% |
| 6M | +1.4% | -2.1% | +3.5% | +1.2% |
| YTD | +6.1% | +2.9% | +3.2% | +5.5% |
| 1Y | +27.0% | +55.3% | -28.3% | +24.1% |
| 3Y | -25.9% | +198.7% | -224.6% | -29.9% |
| 5Y | -34.6% | +153.8% | -188.4% | -38.3% |
| All | +37.8% | +197.0% | -159.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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