+199.9%
UPS vs BIL
+30.8%
+169.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +1.1% | +0.1% | +1.1% | +1.3% |
| 30D | +17.3% | 0.0% | +17.4% | +17.2% |
| 3M | +7.9% | +0.6% | +7.3% | +9.4% |
| 6M | +13.7% | +1.5% | +12.2% | +17.7% |
| YTD | +17.2% | +2.8% | +14.4% | +24.7% |
| 1Y | +23.2% | +3.3% | +19.9% | +32.8% |
| 3Y | -5.9% | +13.4% | -19.3% | +25.3% |
| 5Y | -33.1% | +19.8% | -52.9% | +1.7% |
| 10Y | +44.3% | +25.6% | +18.7% | +148.3% |
| All | +199.9% | +30.8% | +169.1% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling