-34.5%
UPS vs BROS
+33.7%
-68.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.1% |
| 7D | -3.4% | -6.1% | +2.6% | -2.7% |
| 30D | -2.7% | -12.4% | +9.6% | -1.3% |
| 3M | -1.6% | -27.9% | +26.3% | +1.7% |
| 6M | +2.3% | -16.8% | +19.1% | +3.8% |
| YTD | +5.6% | -29.0% | +34.6% | +8.7% |
| 1Y | +27.1% | -33.2% | +60.3% | +31.4% |
| 3Y | -26.3% | +56.8% | -83.1% | -33.9% |
| All | -34.5% | +33.7% | -68.2% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling