+227.0%
UPS vs BN
+9,288.6%
-9,061.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | -3.5% | -9.5% | +6.0% | -0.2% |
| 3M | -5.7% | -10.4% | +4.7% | -2.2% |
| 6M | -4.4% | -6.4% | +2.0% | -2.5% |
| YTD | +8.0% | -11.9% | +19.9% | +12.0% |
| 1Y | +29.0% | -8.6% | +37.6% | +31.8% |
| 3Y | -27.7% | +77.6% | -105.3% | -42.2% |
| 5Y | -34.3% | +37.0% | -71.4% | -43.6% |
| 10Y | +37.8% | +266.4% | -228.6% | -16.7% |
| All | +227.0% | +9,288.6% | -9,061.6% | -1.7% |
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