+36.0%
UPS vs BLDR
+372.1%
-336.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.6% |
| 7D | -3.4% | -8.1% | +4.7% | -1.7% |
| 30D | -2.7% | -21.5% | +18.7% | +2.3% |
| 3M | -1.6% | -21.0% | +19.3% | +2.6% |
| 6M | +2.3% | -37.1% | +39.4% | +11.6% |
| YTD | +5.6% | -42.7% | +48.3% | +16.9% |
| 1Y | +27.1% | -58.0% | +85.0% | +49.9% |
| 3Y | -26.3% | -57.8% | +31.5% | -16.2% |
| 5Y | -34.5% | +10.3% | -44.8% | -41.0% |
| All | +36.0% | +372.1% | -336.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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