+36.0%
UPS vs BAX
-37.2%
+73.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | -3.4% | -5.4% | +2.0% | -1.6% |
| 30D | -2.7% | -12.4% | +9.6% | +1.5% |
| 3M | -1.6% | +19.1% | -20.7% | -7.9% |
| 6M | +2.3% | +38.6% | -36.3% | -9.4% |
| YTD | +5.6% | +26.7% | -21.1% | -4.7% |
| 1Y | +27.1% | +1.0% | +26.0% | +23.2% |
| 3Y | -26.3% | -33.9% | +7.6% | -19.4% |
| 5Y | -34.5% | -67.0% | +32.6% | -7.0% |
| All | +36.0% | -37.2% | +73.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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