+36.1%
UPS vs BIL
+25.2%
+10.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | +0.1% | -3.7% | -3.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.5% |
| 3M | -6.6% | +0.9% | -7.5% | -6.0% |
| 6M | +2.6% | +1.8% | +0.8% | +3.7% |
| YTD | +4.8% | +2.5% | +2.3% | +6.2% |
| 1Y | +25.3% | +3.7% | +21.6% | +27.8% |
| 3Y | -26.9% | +14.1% | -40.9% | -24.3% |
| 5Y | -33.5% | +19.4% | -52.9% | -29.1% |
| 10Y | +36.1% | +25.2% | +10.9% | +74.8% |
| All | +36.1% | +25.2% | +10.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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