-34.5%
UPS vs BIL
+19.8%
-54.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | +17.3% | 0.0% | +17.3% | +16.8% |
| 3M | +6.6% | +0.6% | +6.0% | +4.6% |
| 6M | +12.0% | +1.5% | +10.5% | +7.4% |
| YTD | +14.4% | +2.8% | +11.6% | +5.4% |
| 1Y | +23.3% | +3.3% | +20.0% | +11.6% |
| 3Y | -9.6% | +13.5% | -23.1% | -45.6% |
| All | -34.5% | +19.8% | -54.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling