+192.7%
UPS vs BIL
+30.8%
+162.0%
-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% | -2.5% | -2.4% |
| 7D | 0.0% | -0.3% | +0.3% | -0.5% |
| 30D | +17.3% | 0.0% | +17.3% | +17.3% |
| 3M | +6.6% | +0.6% | +6.0% | +8.1% |
| 6M | +12.0% | +1.5% | +10.5% | +16.0% |
| YTD | +14.4% | +2.8% | +11.6% | +21.7% |
| 1Y | +23.3% | +3.3% | +20.0% | +32.9% |
| 3Y | -9.6% | +13.5% | -23.1% | +20.5% |
| 5Y | -34.1% | +19.8% | -53.9% | 0.0% |
| 10Y | +49.5% | +25.6% | +23.9% | +156.8% |
| All | +192.7% | +30.8% | +162.0% | +371.2% |
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