-25.9%
UPS vs BAX
-32.5%
+6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | -2.3% | -9.7% | +7.4% | +0.4% |
| 3M | -5.2% | +29.3% | -34.5% | -12.3% |
| 6M | +1.4% | +40.7% | -39.2% | -8.9% |
| YTD | +6.1% | +30.3% | -24.2% | -3.5% |
| 1Y | +27.0% | +3.4% | +23.6% | +22.9% |
| 3Y | -25.9% | -32.0% | +6.1% | -19.2% |
| All | -25.9% | -32.5% | +6.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling