-32.7%
UPS vs BND
-1.7%
-31.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | -1.4% | +5.2% | +4.8% |
| 30D | +17.4% | +0.6% | +16.8% | +17.0% |
| 3M | +8.2% | -1.6% | +9.8% | +9.3% |
| 6M | +17.9% | -1.5% | +19.5% | +19.2% |
| YTD | +18.7% | -1.5% | +20.2% | +19.9% |
| 1Y | +24.8% | -1.1% | +25.9% | +25.9% |
| 3Y | -4.5% | +13.6% | -18.1% | -10.3% |
| All | -32.7% | -1.7% | -31.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling