-26.2%
UPS vs BTG
+94.1%
-120.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -3.4% | -5.5% | +2.0% | -3.0% |
| 30D | -2.7% | +6.1% | -8.8% | -3.2% |
| 3M | -1.6% | +38.6% | -40.3% | -4.4% |
| 6M | +2.3% | +0.7% | +1.7% | +1.2% |
| YTD | +5.6% | +20.3% | -14.8% | +3.2% |
| 1Y | +27.1% | +25.0% | +2.0% | +23.3% |
| All | -26.2% | +94.1% | -120.3% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling