+176.5%
UPS vs BIL
+30.4%
+146.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.7% |
| 30D | -3.5% | +0.3% | -3.8% | -2.8% |
| 3M | -5.7% | +0.9% | -6.7% | -3.7% |
| 6M | -4.4% | +1.8% | -6.2% | -0.3% |
| YTD | +8.0% | +2.4% | +5.6% | +14.1% |
| 1Y | +29.0% | +3.7% | +25.3% | +40.3% |
| 3Y | -27.7% | +14.2% | -41.9% | -2.2% |
| 5Y | -34.3% | +19.4% | -53.8% | -1.1% |
| 10Y | +37.8% | +25.2% | +12.6% | +135.2% |
| All | +176.5% | +30.4% | +146.1% | +342.1% |
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