+209.0%
UPS vs BND
+74.6%
+134.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +3.8% | -1.4% | +5.2% | +3.6% |
| 30D | +17.4% | +0.6% | +16.8% | +17.5% |
| 3M | +8.2% | -1.6% | +9.8% | +7.9% |
| 6M | +17.9% | -1.5% | +19.5% | +17.6% |
| YTD | +18.7% | -1.5% | +20.2% | +18.4% |
| 1Y | +24.8% | -1.1% | +25.9% | +24.6% |
| 3Y | -4.5% | +13.6% | -18.1% | -1.2% |
| 5Y | -33.2% | -1.8% | -31.4% | -36.2% |
| 10Y | +44.2% | +17.0% | +27.2% | +55.9% |
| All | +209.0% | +74.6% | +134.4% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling