-33.5%
UPS vs BTDR
+19.6%
-53.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | -2.0% | -3.4% | +1.4% | -1.9% |
| 30D | -2.0% | +32.6% | -34.5% | -2.8% |
| 3M | -6.2% | -32.2% | +26.0% | -5.7% |
| 6M | +2.8% | +52.4% | -49.6% | +1.1% |
| YTD | +5.9% | +6.7% | -0.8% | +4.8% |
| 1Y | +26.2% | -15.2% | +41.5% | +25.1% |
| 3Y | -26.0% | +14.9% | -40.9% | -29.4% |
| 5Y | -34.3% | +20.8% | -55.1% | -39.0% |
| All | -33.5% | +19.6% | -53.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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