-25.9%
UPS vs BEN
+56.8%
-82.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -2.1% | +4.7% | -6.8% | -3.8% |
| 30D | -2.3% | +2.6% | -4.9% | -3.3% |
| 3M | -5.2% | +11.5% | -16.7% | -9.1% |
| 6M | +1.4% | +35.3% | -33.9% | -10.1% |
| YTD | +6.1% | +48.6% | -42.5% | -9.4% |
| 1Y | +27.0% | +46.7% | -19.7% | +8.6% |
| 3Y | -25.9% | +57.0% | -82.9% | -40.0% |
| All | -25.9% | +56.8% | -82.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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