+36.4%
UPS vs BAX
-38.1%
+74.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.0% | -7.9% | +5.9% | +0.7% |
| 30D | -2.0% | -11.7% | +9.7% | +2.1% |
| 3M | -6.2% | +16.2% | -22.4% | -11.5% |
| 6M | +2.8% | +32.0% | -29.2% | -7.5% |
| YTD | +5.9% | +24.7% | -18.8% | -3.9% |
| 1Y | +26.2% | -2.6% | +28.9% | +24.0% |
| 3Y | -26.0% | -35.0% | +9.0% | -18.6% |
| 5Y | -34.3% | -67.6% | +33.3% | -6.3% |
| All | +36.4% | -38.1% | +74.5% | +66.0% |
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