-26.4%
UPS vs BROS
+10.5%
-36.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.1% |
| 7D | +3.8% | +6.3% | -2.5% | +3.0% |
| 30D | +17.4% | -8.3% | +25.7% | +18.1% |
| 3M | +8.2% | -29.8% | +38.0% | +12.2% |
| 6M | +17.9% | -25.8% | +43.8% | +21.0% |
| YTD | +18.7% | -41.4% | +60.1% | +24.5% |
| 1Y | +24.8% | -35.2% | +60.0% | +29.3% |
| 3Y | -4.5% | +32.8% | -37.3% | -12.9% |
| 5Y | -33.2% | -42.2% | +8.9% | -36.0% |
| All | -26.4% | +10.5% | -36.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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