+36.4%
UPS vs BG
+166.7%
-130.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.7% |
| 7D | -2.0% | +3.1% | -5.1% | -2.7% |
| 30D | -2.0% | +10.2% | -12.2% | -4.1% |
| 3M | -6.2% | -1.7% | -4.6% | -6.2% |
| 6M | +2.8% | +1.0% | +1.8% | +1.7% |
| YTD | +5.9% | +39.9% | -34.0% | -2.9% |
| 1Y | +26.2% | +53.2% | -27.0% | +12.9% |
| 3Y | -26.0% | +16.3% | -42.3% | -30.4% |
| 5Y | -34.3% | +83.9% | -118.1% | -45.4% |
| All | +36.4% | +166.7% | -130.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling