+227.0%
UPS vs BAX
+152.3%
+74.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -2.9% | -1.1% | -1.7% | -2.6% |
| 30D | -3.5% | -5.5% | +1.9% | -2.1% |
| 3M | -5.7% | +33.5% | -39.3% | -13.3% |
| 6M | -4.4% | +35.9% | -40.2% | -12.8% |
| YTD | +8.0% | +35.4% | -27.3% | -2.1% |
| 1Y | +29.0% | +9.8% | +19.3% | +23.2% |
| 3Y | -27.7% | -32.7% | +5.0% | -22.9% |
| 5Y | -34.3% | -65.6% | +31.2% | -17.7% |
| 10Y | +37.8% | -34.9% | +72.7% | +47.5% |
| All | +227.0% | +152.3% | +74.7% | +151.5% |
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