+204.8%
UPS vs BTG
+378.0%
-173.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -2.1% | +4.8% | -6.9% | -2.3% |
| 30D | -2.3% | +8.3% | -10.7% | -2.6% |
| 3M | -5.2% | +32.3% | -37.5% | -6.2% |
| 6M | +1.4% | +3.0% | -1.5% | +1.0% |
| YTD | +6.1% | +21.9% | -15.8% | +5.0% |
| 1Y | +27.0% | +28.2% | -1.2% | +25.3% |
| 3Y | -25.9% | +99.9% | -125.8% | -28.3% |
| 5Y | -34.6% | +73.6% | -108.1% | -36.6% |
| 10Y | +36.2% | +136.5% | -100.4% | +29.8% |
| All | +204.8% | +378.0% | -173.2% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling