-33.5%
UPS vs BEN
+40.0%
-73.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.6% |
| 7D | -3.7% | +3.4% | -7.0% | -5.0% |
| 30D | -3.7% | +1.8% | -5.5% | -4.5% |
| 3M | -6.6% | +8.4% | -14.9% | -9.7% |
| 6M | +2.6% | +35.6% | -33.1% | -10.2% |
| YTD | +4.8% | +46.4% | -41.6% | -11.3% |
| 1Y | +25.3% | +46.3% | -21.0% | +5.6% |
| 3Y | -26.9% | +54.6% | -81.5% | -41.3% |
| 5Y | -33.5% | +39.4% | -72.9% | -46.8% |
| All | -33.5% | +40.0% | -73.5% | -46.8% |
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