+278.3%
UPS vs BG
+1,185.2%
-907.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.7% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | -2.3% | +15.0% | -17.3% | -5.3% |
| 3M | -5.2% | -0.7% | -4.6% | -5.5% |
| 6M | +1.4% | +7.5% | -6.1% | -0.9% |
| YTD | +6.1% | +41.6% | -35.5% | -2.4% |
| 1Y | +27.0% | +50.7% | -23.7% | +15.0% |
| 3Y | -25.9% | +20.3% | -46.2% | -30.5% |
| 5Y | -34.6% | +85.2% | -119.8% | -44.8% |
| 10Y | +36.2% | +160.6% | -124.5% | +2.2% |
| All | +278.3% | +1,185.2% | -907.0% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling