+244.5%
UPS vs BNS
+1,476.3%
-1,231.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -2.3% | +4.5% | -6.8% | -4.3% |
| 3M | -5.2% | +15.8% | -21.0% | -11.3% |
| 6M | +1.4% | +31.5% | -30.1% | -10.3% |
| YTD | +6.1% | +28.6% | -22.5% | -5.3% |
| 1Y | +27.0% | +48.2% | -21.2% | +6.5% |
| 3Y | -25.9% | +130.8% | -156.7% | -49.2% |
| 5Y | -34.6% | +94.9% | -129.5% | -51.9% |
| 10Y | +36.2% | +179.6% | -143.4% | -16.8% |
| All | +244.5% | +1,476.3% | -1,231.8% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling