-32.7%
UPS vs BEN
+28.2%
-60.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +3.8% | +6.8% | -3.0% | +0.9% |
| 30D | +17.4% | +18.0% | -0.6% | +9.2% |
| 3M | +8.2% | +7.5% | +0.7% | +4.6% |
| 6M | +17.9% | +14.7% | +3.2% | +10.5% |
| YTD | +18.7% | +56.1% | -37.4% | -3.7% |
| 1Y | +24.8% | +69.6% | -44.8% | -2.5% |
| 3Y | -4.5% | +87.7% | -92.2% | -31.4% |
| All | -32.7% | +28.2% | -60.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling