+36.4%
UPS vs BNS
+188.9%
-152.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -2.0% | +3.5% | -5.4% | -3.6% |
| 3M | -6.2% | +14.1% | -20.3% | -12.0% |
| 6M | +2.8% | +33.8% | -31.0% | -10.4% |
| YTD | +5.9% | +29.5% | -23.6% | -6.3% |
| 1Y | +26.2% | +48.4% | -22.2% | +4.8% |
| 3Y | -26.0% | +129.6% | -155.6% | -50.1% |
| 5Y | -34.3% | +96.1% | -130.3% | -52.6% |
| All | +36.4% | +188.9% | -152.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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