-33.5%
UPS vs BAX
-67.6%
+34.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -3.7% | -5.1% | +1.4% | -2.4% |
| 30D | -3.7% | -12.2% | +8.4% | -0.5% |
| 3M | -6.6% | +21.8% | -28.4% | -11.7% |
| 6M | +2.6% | +36.3% | -33.7% | -6.3% |
| YTD | +4.8% | +27.8% | -23.0% | -3.5% |
| 1Y | +25.3% | -0.1% | +25.3% | +22.6% |
| 3Y | -26.9% | -33.3% | +6.5% | -22.1% |
| 5Y | -33.5% | -67.1% | +33.6% | -17.6% |
| All | -33.5% | -67.6% | +34.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling