+259.5%
UPS vs BN
+9,714.2%
-9,454.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +17.9% | +13.5% | +4.4% | +12.9% |
| 3M | +9.4% | -5.9% | +15.3% | +11.5% |
| 6M | +16.2% | -8.9% | +25.1% | +19.5% |
| YTD | +18.8% | -7.9% | +26.6% | +21.1% |
| 1Y | +26.1% | -8.3% | +34.4% | +28.6% |
| 3Y | -4.5% | +100.8% | -105.2% | -26.5% |
| 5Y | -33.2% | +38.2% | -71.4% | -42.8% |
| 10Y | +44.3% | +302.3% | -258.0% | -15.3% |
| All | +259.5% | +9,714.2% | -9,454.7% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling