+36.0%
UPS vs BN
+263.5%
-227.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | -5.9% | +2.5% | -1.1% |
| 30D | -2.7% | -15.1% | +12.3% | +3.5% |
| 3M | -1.6% | -14.6% | +12.9% | +4.5% |
| 6M | +2.3% | -8.4% | +10.8% | +5.4% |
| YTD | +5.6% | -16.8% | +22.4% | +12.4% |
| 1Y | +27.1% | -14.4% | +41.4% | +33.3% |
| 3Y | -26.3% | +70.1% | -96.4% | -42.6% |
| 5Y | -34.5% | +33.5% | -68.0% | -45.0% |
| All | +36.0% | +263.5% | -227.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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