+259.3%
UPS vs BAX
+152.1%
+107.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +17.4% | +4.1% | +13.3% | +15.8% |
| 3M | +8.2% | -4.5% | +12.7% | +9.2% |
| 6M | +17.9% | +49.2% | -31.3% | +4.8% |
| YTD | +18.7% | +35.2% | -16.6% | +7.3% |
| 1Y | +24.8% | +38.3% | -13.5% | +12.0% |
| 3Y | -4.5% | -19.0% | +14.5% | -3.1% |
| 5Y | -33.2% | -64.2% | +31.0% | -17.4% |
| 10Y | +44.2% | -35.7% | +80.0% | +54.5% |
| All | +259.3% | +152.1% | +107.3% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling