-34.7%
UPS vs BRO
+17.6%
-52.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -7.3% | +5.4% | -0.2% |
| 30D | -2.0% | -6.9% | +4.9% | -0.4% |
| 3M | -6.2% | +10.7% | -16.9% | -9.2% |
| 6M | +2.8% | -2.7% | +5.5% | +2.9% |
| YTD | +5.9% | -16.3% | +22.2% | +10.4% |
| 1Y | +26.2% | -29.1% | +55.3% | +38.0% |
| 3Y | -26.0% | -7.8% | -18.2% | -28.1% |
| All | -34.7% | +17.6% | -52.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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