+45.9%
UPS vs B
+216.6%
-170.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.8% | -7.3% | +11.1% | +4.2% |
| 30D | +17.4% | -3.3% | +20.7% | +17.5% |
| 3M | +8.2% | -7.8% | +16.0% | +8.6% |
| 6M | +17.9% | -15.5% | +33.5% | +18.7% |
| YTD | +18.7% | -12.3% | +31.0% | +19.0% |
| 1Y | +24.8% | +5.4% | +19.4% | +24.2% |
| 3Y | -4.5% | +165.5% | -170.1% | -9.4% |
| 5Y | -33.2% | +107.0% | -140.2% | -36.7% |
| All | +45.9% | +216.6% | -170.6% | +39.8% |
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