+219.6%
UPS vs BNY
+591.8%
-372.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | -1.1% | -2.4% | -3.1% |
| 30D | -2.7% | +1.4% | -4.2% | -3.2% |
| 3M | -1.6% | +16.8% | -18.4% | -6.2% |
| 6M | +2.3% | +42.0% | -39.7% | -7.8% |
| YTD | +5.6% | +41.9% | -36.3% | -5.0% |
| 1Y | +27.1% | +59.2% | -32.1% | +10.4% |
| 3Y | -26.3% | +290.9% | -317.2% | -51.0% |
| 5Y | -34.5% | +259.0% | -293.5% | -55.7% |
| 10Y | +37.1% | +413.0% | -375.9% | -18.8% |
| All | +219.6% | +591.8% | -372.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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